Public Economic Data and Quantitative Analysis
crossover operators
code list by category
symbol of FRED economic data
query FRED economic data
subregion code of NBS economic data
symbol of NBS economic data
query NBS economic data
query bond data
query forex data
symbol of future market data
query future market data
query interbank offered rate
query chinese benchmark rates
adjust stock prices
query financial statements
symbol components of exchange
query stock market data
symbol of market data
technical functions
adding technical indicators
converting frequency of daily data
dataframe operation
performance functions
calculating performance metrics
creating charts for time series
calculating returns/equity of portfolio
calculating returns by frequency
Provides an interface to access public economic and financial data for economic research and quantitative analysis. The data sources including NBS, FRED, Sina, Eastmoney and etc. It also provides quantitative functions for trading strategies based on the 'data.table', 'TTR', 'PerformanceAnalytics' and etc packages.
Useful links