Onno Kleen's repositories
crypto-index
Market index for cryptocurrencies
highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
volatility-forecasting
https://www.volatility-forecasting.de/
scoringRules
scoring rules to evaluate probabilistic forecasts
Language:R000