R Finance packages not listed in the Empirical Finance Task View
ACDm: Tools for Autoregressive Conditional Duration Models
AssetAllocation: Backtesting Simple Asset Allocation Strategies
ASV: Stochastic Volatility Models with or without Leverage
BayesianFactorZoo: Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
BEKKs: Multivariate Conditional Volatility Modelling and Forecasting
bidask: Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
BISdata: Download Data from the Bank for International Settlements (BIS)
bolsec: Bolivian Securities
BondValuation: Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions
CLA: Critical Line Algorithm in Pure R
CreditRisk: Evaluation of Credit Risk with Structural and Reduced Form Models
czechrates: Czech Interest & Foreign Exchange Rates
dataonderivatives: Easily Source Publicly Available Data on Derivatives
dispositionEffect: Analysis of Disposition Effect on Financial Portfolios
ecd: Elliptic Lambda Distribution and Option Pricing Model
edgar: Tool for the U.S. SEC EDGAR Retrieval and Parsing of Corporate Filings
edgarWebR: SEC Filings Access
esback: Expected Shortfall Backtesting
etrm: Energy Trading and Risk Management
Euronext: Retrieve Historical Data of Companies Listed on the 'Euronext' Stock Exchange
farr: Data and Code for Financial Accounting Research
FER: Financial Engineering in R
FFdownload: Download Data from Kenneth French's Website
ffp: Fully Flexible Probabilities for Stress Testing and Portfolio Construction
fHMM: Fitting Hidden Markov Models to Financial Data
FinAna: Financial Analysis and Regression Diagnostic Analysis
FinancialInstrument: Financial Instrument Model Infrastructure and Meta-Data
FinCal: Time Value of Money, Time Series Analysis and Computational Finance
FinCovRegularization: Covariance Matrix Estimation and Regularization for Finance
fingraph: Learning Graphs for Financial Markets
FinNet: Quickly Build and Manipulate Financial Networks
finnts: Microsoft Finance Time Series Forecasting Framework
FinTS: Companion to Tsay (2005) Analysis of Financial Time Series
fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments
fmbasics: Financial Market Building Blocks
frenchdata: Download Data Sets from Kenneth's French Finance Data Library Site
GARCHSK: Estimating a GARCHSK Model and GJRSK Model (time-varying skewness and kurtosis)
GBcurves: Yield Curves of Brazil, China, and Russia
GDPuc: Easily Convert GDP Data
generalCorr: Generalized Correlations, Causal Paths and Portfolio Selection
GetDFPData: Reading Annual Financial Reports from Bovespa's DFP, FRE and FCA System
GetDFPData2: Reading Annual and Quarterly Financial Reports from B3
greeks: Sensitivities of Prices of Financial Options
HDShOP: High-Dimensional Shrinkage Optimal Portfolios
HierPortfolios: Hierarchical Clustering-Based Portfolio Allocation Strategies
iClick: Button-Based GUI for Financial and Economic Data Analysis
imf.data: Interface to IMF (International Monetary Fund) Data JSON API
imputeFin: Imputation of Financial Time Series with Missing Values and/or Outliers
insiderTrades: Tools to Download Insider Transactions and Holdings
intradayModel: Modeling and Forecasting Financial Intraday Signals
invgamstochvol: Obtains the Log Likelihood for an Inverse Gamma Stochastic Volatility Model
intrinsicFRP: Factor Model Asset Pricing
JFE: Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics
jubilee: Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles
kisopenapi: Korea Investment & Securities (KIS) Open Trading API
lazytrade: Learn Computer and Data Science using Algorithmic Trading
lcyanalysis: Stock Data Analysis Functions
LifeInsuranceContracts: Framework for Traditional Life Insurance Contracts
Jdmbs: Monte Carlo Option Pricing Algorithms for Jump Diffusion Models with Correlational Companies
JFE: Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics
jrvFinance: Basic Finance; NPV/IRR/Annuities/Bond-Pricing; Black Scholes
JumpTest: Financial Jump Detection
ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution
macrocol: Colombian Macro-Financial Time Series Generator
mfGARCH: Mixed-Frequency GARCH Models
moexer: Interact with Moscow Exchange Informational and Statistical Server ('ISS')
multiAssetOptions: Finite Difference Method for Multi-Asset Option Valuation
MultiATSM: Multicountry Term Structure of Interest Rates Models
nser: Bhavcopy and Live Market Data from National Stock Exchange(NSE) India of Equities and Derivatives(F&O)
optionstrat: Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies
pafdR: Book Companion for Processing and Analyzing Financial Data with R
pcalls: Pricing of Different Types of Call
pdfetch: Fetch Economic and Financial Time Series Data from Public Sources
PINstimation: Estimation of the Probability of Informed Trading
PMwR: Portfolio Management with R
portfolio: Analysing Equity Portfolios
PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets
portsort: Factor-Based Portfolio Sorts
portvine: Vine Based (Un)Conditional Portfolio Risk Measure Estimation
priceR: Economics and Pricing Tools
PWEV: PSO Based Weighted Ensemble Algorithm for Volatility Modelling
QFRM: Pricing of Vanilla and Exotic Option Contracts
quantdates: Manipulate Dates for Finance
quarks: Simple Methods for Calculating Value at Risk and Expected Shortfall
rb3: Download and Parse Public Data Released by B3 Exchange
RFinanceYJ: RFinanceYJ
rgdax: Wrapper for 'Coinbase Pro (erstwhile GDAX)' Cryptocurrency Exchange
Riex: IEX Stocks and Market Data
RobinHood: Interface for the RobinHood.com No Commission Investing Platform
RPEIF: Computation and Plots of Influence Functions for Risk and Performance Measures
RPESE: Estimates of Standard Errors for Risk and Performance Measures
rpredictit: Interface to the 'PredictIt' API
RTL: Risk Tool Library - Trading, Risk, Analytic for Commodities
rtsdata: R Time Series Intelligent Data Storage
rusquant: Quantitative Trading Framework
seasonalityPlot: Seasonality Variation Plots of Stock Prices and Cryptocurrencies
sentometrics: An Integrated Framework for Textual Sentiment Time Series Aggregation and Prediction
sharpeRratio: Moment-Free Estimation of Sharpe Ratios
simfinR: Import Financial Data from the 'SimFin' Project
SMFI5: R functions and data from Chapter 5 of 'Statistical Methods for Financial Engineering'
Spillover: Spillover/Connectedness Index Based on VAR Modelling
starvars: Vector Logistic Smooth Transition Models / Realized Covariances Construction
Strategy: Generic Framework to Analyze Trading Strategies
stressr: Fetch and plot financial stress index and component data
stockAnalyst: Equity Valuation using Methods of Fundamental Analysis
StockDistFit: Fit Stock Price Distributions
stocks: Stock Market Analysis
td: Access to the 'twelvedata' Financial Data API
tidyedgar: Tidy Fundamental Financial Data from 'SEC's 'EDGAR' 'API'
tidyfinance: Tidy Finance Helper Functions, with associated book
tqk: Get Financial Data in Korea
Trading: CCR, Entropy-Based Correlation Estimates & Dynamic Beta
treasury: US Treasury XML Feed Wrapper
treasuryTR: Generate Treasury Total Returns from Yield Data
tscopula: Time Series Copula Models
TSEtools: Manage Data from Stock Exchange Markets
tvgarch: Time Varying GARCH Modelling
TwitterAutomatedTrading: Automated Trading Using Tweets
uncorbets: Uncorrelated Bets via Minimum Torsion Algorithm
valuer: Pricing of Variable Annuities
vamc: A Monte Carlo Valuation Framework for Variable Annuities
VaRES: Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
ycevo: Nonparametric Estimation of the Yield Curve Evolution
yfR: Downloads and Organizes Financial Data from Yahoo Finance
YieldCurve: Modelling and Estimation of the Yield Curve