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https://github.com/beliavsky/r-finance-task-view-supplement

R Finance packages not listed in the Empirical Finance Task View
https://github.com/beliavsky/r-finance-task-view-supplement

cran cran-r cryptocurrency expected-shortfall finance financial-data garch list option-pricing quantitative-finance r r-package r-packages stochastic-volatility time-series-analysis value-at-risk

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R Finance packages not listed in the Empirical Finance Task View

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# R Finance Task View Supplement

R Finance packages not listed in the [Empirical Finance Task View](https://cran.r-project.org/web/views/Finance.html)



[ACDm](https://cran.r-project.org/web/packages/ACDm/index.html): Tools for Autoregressive Conditional Duration Models



[apt](https://cran.r-project.org/web/packages/apt/index.html): Asymmetric Price Transmission



[AssetAllocation](https://cran.r-project.org/web/packages/AssetAllocation/index.html): Backtesting Simple Asset Allocation Strategies



[ASV](https://cran.r-project.org/web/packages/ASV/index.html): Stochastic Volatility Models with or without Leverage



[bbk](https://cran.r-project.org/web/packages/bbk/index.html): Client for the Bundesbank API



[BEKKs](https://cran.r-project.org/web/packages/BEKKs/index.html): Multivariate Conditional Volatility Modelling and Forecasting



[bidask](https://cran.r-project.org/web/packages/bidask/index.html): Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices



[BISdata](https://cran.r-project.org/web/packages/BISdata/index.html): Download Data from the Bank for International Settlements (BIS)



[bolsec](https://cran.r-project.org/web/packages/bolsec/index.html): Bolivian Securities



[BondValuation](https://cran.r-project.org/web/packages/BondValuation/index.html): Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions



[charlesschwabapi](https://cran.r-project.org/web/packages/charlesschwabapi/index.html): Wrapper Functions Around 'Charles Schwab Individual Trader API'



[CLA](https://cran.r-project.org/web/packages/CLA/index.html): Critical Line Algorithm in Pure R



[corpmetrics](https://cran.r-project.org/web/packages/corpmetrics/index.html): Tools for Valuation, Financial Metrics and Modeling in Corporate Finance



[CreditRisk](https://cran.r-project.org/web/packages/CreditRisk/index.html): Evaluation of Credit Risk with Structural and Reduced Form Models



[crypto2](https://cran.r-project.org/web/packages/crypto2/index.html): Download Crypto Currency Data from 'CoinMarketCap' without 'API'



[czechrates](https://cran.r-project.org/web/packages/czechrates/index.html): Czech Interest & Foreign Exchange Rates



[dataonderivatives](https://cran.r-project.org/web/packages/dataonderivatives/index.html): Easily Source Publicly Available Data on Derivatives



[dispositionEffect](https://cran.r-project.org/web/packages/dispositionEffect/index.html): Analysis of Disposition Effect on Financial Portfolios



[ecd](https://cran.r-project.org/web/packages/ecd/index.html): Elliptic Lambda Distribution and Option Pricing Model



[edgar](https://cran.r-project.org/web/packages/edgar/index.html): Tool for the U.S. SEC EDGAR Retrieval and Parsing of Corporate Filings



[edgarWebR](https://cran.r-project.org/web/packages/edgarWebR/index.html): SEC Filings Access



[eodhdR2](https://cran.r-project.org/web/packages/eodhdR2/index.html): Official R API for Fetching Data from 'EODHD'



[esback](https://cran.r-project.org/web/packages/esback/index.html): Expected Shortfall Backtesting



[etrm](https://cran.r-project.org/web/packages/etrm/index.html): Energy Trading and Risk Management



[Euronext](https://cran.r-project.org/web/packages/Euronext/index.html): Retrieve Historical Data of Companies Listed on the 'Euronext' Stock Exchange



[farr](https://cran.r-project.org/web/packages/farr/index.html): Data and Code for Financial Accounting Research



[fcl](https://cran.r-project.org/web/packages/fcl/index.html): A financial calculator that provides very fast implementations of common financial indicators using 'Rust' code



[FER](https://cran.r-project.org/web/packages/FER/index.html): Financial Engineering in R



[FFdownload](https://cran.r-project.org/web/packages/FFdownload/index.html): Download Data from Kenneth French's Website



[ffp](https://cran.r-project.org/web/packages/ffp/index.html): Fully Flexible Probabilities for Stress Testing and Portfolio Construction



[fHMM](https://cran.r-project.org/web/packages/fHMM/index.html): Fitting Hidden Markov Models to Financial Data



[FinAna](https://cran.r-project.org/web/packages/FinAna/index.html): Financial Analysis and Regression Diagnostic Analysis



[FinancialInstrument](https://cran.r-project.org/web/packages/FinancialInstrument/index.html): Financial Instrument Model Infrastructure and Meta-Data



[FinCal](https://cran.r-project.org/web/packages/FinCal/index.html): Time Value of Money, Time Series Analysis and Computational Finance



[FinCovRegularization](https://cran.r-project.org/web/packages/FinCovRegularization/index.html): Covariance Matrix Estimation and Regularization for Finance



[fingraph](https://cran.r-project.org/web/packages/fingraph/index.html): Learning Graphs for Financial Markets



[FinNet](https://cran.r-project.org/web/packages/FinNet/index.html): Quickly Build and Manipulate Financial Networks



[finnts](https://cran.r-project.org/web/packages/finnts/index.html): Microsoft Finance Time Series Forecasting Framework



[FinTS](https://cran.r-project.org/web/packages/FinTS/index.html): Companion to Tsay (2005) Analysis of Financial Time Series



[fitHeavyTail](https://cran.r-project.org/web/packages/fitHeavyTail/index.html): Mean and Covariance Matrix Estimation under Heavy Tails



[fixedincome](https://cran.r-project.org/web/packages/fixedincome/index.html): Fixed Income Models, Calculations, Data Structures and Instruments



[fmbasics](https://cran.r-project.org/web/packages/fmbasics/index.html): Financial Market Building Blocks



[frenchdata](https://cran.r-project.org/web/packages/frenchdata/index.html): Download Data Sets from Kenneth's French Finance Data Library Site



[GARCHIto](https://cran.r-project.org/web/packages/GARCHIto/index.html): Provides functions to estimate model parameters and forecast future volatilities using the [Unified GARCH-Ito](https://www.sciencedirect.com/science/article/abs/pii/S0304407616300914) and [Realized GARCH-Ito](https://www.sciencedirect.com/science/article/abs/pii/S0304407620301974) models



[GARCHSK](https://cran.r-project.org/web/packages/GARCHSK/index.html): Estimating a GARCHSK Model and GJRSK Model (time-varying skewness and kurtosis)



[GBcurves](https://cran.r-project.org/web/packages/GBcurves/index.html): Yield Curves of Brazil, China, and Russia



[GDPuc](https://cran.r-project.org/web/packages/GDPuc/index.html): Easily Convert GDP Data



[generalCorr](https://cran.r-project.org/web/packages/generalCorr/index.html): Generalized Correlations, Causal Paths and Portfolio Selection



[GetDFPData](https://cran.r-project.org/web/packages/GetDFPData/index.html): Reading Annual Financial Reports from Bovespa's DFP, FRE and FCA System



[GetDFPData2](https://cran.r-project.org/web/packages/GetDFPData2/index.html): Reading Annual and Quarterly Financial Reports from B3



[greeks](https://cran.r-project.org/web/packages/greeks/index.html): Sensitivities of Prices of Financial Options



[HDShOP](https://cran.r-project.org/web/packages/HDShOP/index.html): High-Dimensional Shrinkage Optimal Portfolios



[HierPortfolios](https://cran.r-project.org/web/packages/HierPortfolios/index.html): Hierarchical Clustering-Based Portfolio Allocation Strategies



[highOrderPortfolios](https://cran.r-project.org/web/packages/highOrderPortfolios/index.html): Design of High-Order Portfolios Including Skewness and Kurtosis



[iClick](https://cran.r-project.org/web/packages/iClick/index.html): Button-Based GUI for Financial and Economic Data Analysis



[imf.data](https://cran.r-project.org/web/packages/imf.data/index.html): Interface to IMF (International Monetary Fund) Data JSON API



[imputeFin](https://cran.r-project.org/web/packages/imputeFin/index.html): Imputation of Financial Time Series with Missing Values and/or Outliers



[INFOSET](https://cran.r-project.org/web/packages/INFOSET/index.html): Computing a New Informative Distribution Set of Asset Returns



[insiderTrades](https://cran.r-project.org/web/packages/insiderTrades/index.html): Tools to Download Insider Transactions and Holdings



[intradayModel](https://cran.r-project.org/web/packages/intradayModel/index.html): Modeling and Forecasting Financial Intraday Signals



[invgamstochvol](https://cran.r-project.org/web/packages/invgamstochvol/index.html): Obtains the Log Likelihood for an Inverse Gamma Stochastic Volatility Model



[intrinsicFRP](https://cran.r-project.org/web/packages/intrinsicFRP/index.html): Factor Model Asset Pricing



[JFE](https://cran.r-project.org/web/packages/JFE/index.html): Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics



[jubilee](https://cran.r-project.org/web/packages/jubilee/index.html): Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles



[kisopenapi](https://cran.r-project.org/web/packages/kisopenapi/index.html): Korea Investment & Securities (KIS) Open Trading API



[KrakenR](https://cran.r-project.org/web/packages/KrakenR/index.html): Comprehensive R Interface for Accessing Kraken Cryptocurrency Exchange REST API



[lazytrade](https://cran.r-project.org/web/packages/lazytrade/index.html): Learn Computer and Data Science using Algorithmic Trading



[lcyanalysis](https://cran.r-project.org/web/packages/lcyanalysis/index.html): Stock Data Analysis Functions



[LifeInsuranceContracts](https://cran.r-project.org/web/packages/LifeInsuranceContracts/index.html): Framework for Traditional Life Insurance Contracts



[Jdmbs](https://cran.r-project.org/web/packages/Jdmbs/index.html): Monte Carlo Option Pricing Algorithms for Jump Diffusion Models with Correlational Companies



[JFE](https://cran.r-project.org/web/packages/JFE/index.html): Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics



[jrvFinance](https://cran.r-project.org/web/packages/jrvFinance/index.html): Basic Finance; NPV/IRR/Annuities/Bond-Pricing; Black Scholes



[JumpTest](https://cran.r-project.org/web/packages/JumpTest/index.html): Financial Jump Detection



[ldhmm](https://cran.r-project.org/web/packages/JumpTest/index.html): Hidden Markov Model for Financial Time-Series Based on Lambda Distribution



[macrocol](https://cran.r-project.org/web/packages/macrocol/index.html): Colombian Macro-Financial Time Series Generator



[mfGARCH](https://cran.r-project.org/web/packages/mfGARCH/index.html): Mixed-Frequency GARCH Models



[moexer](https://cran.r-project.org/web/packages/moexer/index.html): Interact with Moscow Exchange Informational and Statistical Server ('ISS')



[MTS](https://cran.r-project.org/web/packages/MTS/index.html): All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models



[multiAssetOptions](https://cran.r-project.org/web/packages/multiAssetOptions/index.html): Finite Difference Method for Multi-Asset Option Valuation



[MultiATSM](https://cran.r-project.org/web/packages/MultiATSM/index.html): Multicountry Term Structure of Interest Rates Models



[nser](https://cran.r-project.org/web/packages/nser/index.html): Bhavcopy and Live Market Data from National Stock Exchange(NSE) India of Equities and Derivatives(F&O)



[optionstrat](https://cran.r-project.org/web/packages/optionstrat/index.html): Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies



[pafdR](https://cran.r-project.org/web/packages/pafdR/index.html): Book Companion for Processing and Analyzing Financial Data with R



[pcalls](https://cran.r-project.org/web/packages/pcalls/index.html): Pricing of Different Types of Call



[pdfetch](https://cran.r-project.org/web/packages/pdfetch/index.html): Fetch Economic and Financial Time Series Data from Public Sources



[PINstimation](https://cran.r-project.org/web/packages/PINstimation/index.html): Estimation of the Probability of Informed Trading



[PMwR](https://cran.r-project.org/web/packages/PMwR/index.html): Portfolio Management with R



[portfolio](https://cran.r-project.org/web/packages/portfolio/index.html): Analysing Equity Portfolios



[PortfolioAnalytics](https://cran.r-project.org/web/packages/PortfolioAnalytics/): Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios



[portfolioBacktest](https://cran.r-project.org/web/packages/portfolioBacktest/index.html): Automated Backtesting of Portfolios over Multiple Datasets



[portsort](https://cran.r-project.org/web/packages/portsort/index.html): Factor-Based Portfolio Sorts



[portvine](https://cran.r-project.org/web/packages/portvine/index.html): Vine Based (Un)Conditional Portfolio Risk Measure Estimation



[priceR](https://cran.r-project.org/web/packages/priceR/index.html): Economics and Pricing Tools



[PWEV](https://cran.r-project.org/web/packages/PWEV/index.html): PSO Based Weighted Ensemble Algorithm for Volatility Modelling



[QFRM](https://cran.r-project.org/web/packages/QFRM/index.html): Pricing of Vanilla and Exotic Option Contracts



[quantdates](https://cran.r-project.org/web/packages/quantdates/index.html): Manipulate Dates for Finance



[quarks](https://cran.r-project.org/web/packages/quarks/index.html): Simple Methods for Calculating Value at Risk and Expected Shortfall



[rb3](https://cran.r-project.org/web/packages/rb3/index.html): Download and Parse Public Data Released by B3 Exchange



[RblDataLicense](https://cran.r-project.org/web/packages/RblDataLicense/index.html): R Interface to 'Bloomberg Data License'



[REN](https://cran.r-project.org/web/packages/REN/index.html): Regularization Ensemble for Robust Portfolio Optimization



[RFinanceYJ](https://cran.r-project.org/web/packages/RFinanceYJ/index.html): RFinanceYJ



[rgdax](https://cran.r-project.org/web/packages/rgdax/index.html): Wrapper for 'Coinbase Pro (erstwhile GDAX)' Cryptocurrency Exchange



[Riex](https://cran.r-project.org/web/packages/Riex/index.html): IEX Stocks and Market Data



[RobinHood](https://cran.r-project.org/web/packages/RobinHood/index.html): Interface for the RobinHood.com No Commission Investing Platform



[RPEIF](https://cran.r-project.org/web/packages/RPEIF/index.html): Computation and Plots of Influence Functions for Risk and Performance Measures



[RPESE](https://cran.r-project.org/web/packages/RPESE/index.html): Estimates of Standard Errors for Risk and Performance Measures



[rpredictit](https://cran.r-project.org/web/packages/rpredictit/index.html): Interface to the 'PredictIt' API



[RTL](https://cran.r-project.org/web/packages/RTL/index.html): Risk Tool Library - Trading, Risk, Analytic for Commodities



[rtsdata](https://cran.r-project.org/web/packages/rtsdata/index.html): R Time Series Intelligent Data Storage



[rusquant](https://cran.r-project.org/web/packages/rusquant/index.html): Quantitative Trading Framework



[seasonalityPlot](https://cran.r-project.org/web/packages/seasonalityPlot/index.html): Seasonality Variation Plots of Stock Prices and Cryptocurrencies



[sentometrics](https://cran.r-project.org/web/packages/sentometrics/index.html): An Integrated Framework for Textual Sentiment Time Series Aggregation and Prediction



[sharpeRratio](https://cran.r-project.org/web/packages/sharpeRratio/index.html): Moment-Free Estimation of Sharpe Ratios



[simfinR](https://cran.r-project.org/web/packages/simfinR/index.html): Import Financial Data from the 'SimFin' Project



[SMFI5](https://cran.r-project.org/web/packages/SMFI5/index.html): R functions and data from Chapter 5 of 'Statistical Methods for Financial Engineering'



[SmithWilsonYieldCurve](https://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.html): Smith-Wilson Yield Curve Construction



[sparseIndexTracking](https://cran.r-project.org/web/packages/sparseIndexTracking/index.html): Design of Portfolio of Stocks to Track an Index



[Spillover](https://cran.r-project.org/web/packages/Spillover/index.html): Spillover/Connectedness Index Based on VAR Modelling



[starvars](https://cran.r-project.org/web/packages/starvars/index.html): Vector Logistic Smooth Transition Models / Realized Covariances Construction



[Strategy](https://cran.r-project.org/web/packages/Strategy/index.html): Generic Framework to Analyze Trading Strategies



[stressr](https://cran.r-project.org/web/packages/stressr/index.html): Fetch and plot financial stress index and component data



[stockAnalyst](https://cran.r-project.org/web/packages/stockAnalyst/index.html): Equity Valuation using Methods of Fundamental Analysis



[StockDistFit](https://cran.r-project.org/web/packages/StockDistFit/index.html): Fit Stock Price Distributions



[stocks](https://cran.r-project.org/web/packages/stocks/index.html): Stock Market Analysis



[td](https://cran.r-project.org/web/packages/td/index.html): Access to the 'twelvedata' Financial Data API



[tidyedgar](https://cran.r-project.org/web/packages/tidyedgar/index.html): Tidy Fundamental Financial Data from 'SEC's 'EDGAR' 'API'



[tidyfinance](https://cran.r-project.org/web/packages/tidyfinance/index.html): Tidy Finance Helper Functions, with associated [book](https://www.tidy-finance.org/r/index.html)



[tsmarch](https://cran.r-project.org/web/packages/tsmarch/index.html): Multivariate ARCH Models



[tqk](https://cran.r-project.org/web/packages/tqk/index.html): Get Financial Data in Korea



[Trading](https://cran.r-project.org/web/packages/Trading/index.html): CCR, Entropy-Based Correlation Estimates & Dynamic Beta



[treasury](https://cran.r-project.org/web/packages/treasury/index.html): US Treasury XML Feed Wrapper



[treasuryTR](https://cran.r-project.org/web/packages/treasuryTR/index.html): Generate Treasury Total Returns from Yield Data



[tscopula](https://cran.r-project.org/web/packages/tscopula/index.html): Time Series Copula Models



[TSEtools](https://cran.r-project.org/web/packages/TSEtools/index.html): Manage Data from Stock Exchange Markets



[tsgarch](https://cran.r-project.org/web/packages/tsgarch/index.html): Univariate GARCH Models



[tvgarch](https://cran.r-project.org/web/packages/tvgarch/index.html): Time Varying GARCH Modelling



[TwitterAutomatedTrading](https://cran.r-project.org/web/packages/TwitterAutomatedTrading/index.html): Automated Trading Using Tweets



[uncorbets](https://cran.r-project.org/web/packages/uncorbets/index.html): Uncorrelated Bets via Minimum Torsion Algorithm



[valuer](https://cran.r-project.org/web/packages/valuer/index.html): Pricing of Variable Annuities



[vamc](https://cran.r-project.org/web/packages/vamc/index.html): A Monte Carlo Valuation Framework for Variable Annuities



[VaRES](https://cran.r-project.org/web/packages/VaRES/index.html): Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions



[ycevo](https://cran.r-project.org/web/packages/ycevo/index.html): Nonparametric Estimation of the Yield Curve Evolution



[yfR](https://cran.r-project.org/web/packages/yfR/index.html): Downloads and Organizes Financial Data from Yahoo Finance



[YieldCurve](https://cran.r-project.org/web/packages/YieldCurve/index.html): Modelling and Estimation of the Yield Curve