Enrico Schumann

PMwR. Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.

NMOF. Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .

tsdb. A terribly-simple data base for time series

textutils. R utilities for handling strings and text

IButils. R utility functions for the Interactive Brokers TWS API

orgutils. R utilities for working with Org files

SSRN. Download download statistics. (Not a double-word.)

datetimeutils. R utilities for working with dates and times

mailtools. R utilities for handling email

icalutils. R utilities for reading and writing icalendar files

plotseries. Time-series plot

bundesbank. R scripts for downloading time-series data from the Bundesbank (German central bank)

pacificFX. R function for downloading historical FX data from 'Pacific Exchange Rate Service'

neighbours. Neighbourhood Functions for Local-Search Algorithms

esutils. R

CRSPutils. Utilities for Working with CRSP Data Files

BISdata. Download datasets from BIS https://www.bis.org/

SIC.codes. Look up and search for SIC codes