quantkit

Quantitative Methods and Financial Engineering Toolkit

quantkit

Quantkit seeks to provide data sources, tools and resources to support those who pursue quantitative finance for fun and profit.

The current offering includes a number of scripts and resources that allow the user to: * Get, store and analyze world market data from EODData. * Get, store and analyze econometric data from the St. Louis FED (FRED). * Get, store and text mine market media from the Wall Street Journal. * Get, store and text mine market media from the Economist. * EDGAR datamining tools are coming soon.

Quantkit Uses: * MySQL * Quantmod * R * tm * Ubuntu * Weka * RWeka * rjava * perl * Bash * Snowball * WordNet * OpnNLP * Sage * IBrokers

Have a good idea? Check out the ideas page.