kvantitativeR

kvantitativeR is an open-source software package for the R programming language that provides a comprehensive toolkit for quantitative analysis. Designed to support researchers, data scientists, and financial analysts, it offers streamlined access to common quantitative tasks, including data preprocessing, descriptive statistics, time-series modeling, regression analysis, Monte Carlo simulation, optimization, and risk assessment.

The package emphasizes performance and interoperability. Core computations are implemented in C++ via Rcpp for speed, while the API integrates with tidyverse and data.table workflows. It provides modular components such as core, timeSeries, risk, and viz, and supports both S3 and S4 object-oriented interfaces. It includes built-in functions for calculating risk metrics like Value-at-Risk and Conditional Value-at-Risk, portfolio optimization, and forecast evaluation.

kvantitativeR is distributed on CRAN and maintained on GitHub by Kvantitative Labs. It is released under the MIT license and supports current and recent versions of R on Windows, macOS, and Linux. Documentation includes vignettes, reference manuals, and tutorials, with examples and unit tests supported by continuous integration.

The project aims to facilitate transparent and reproducible quantitative research, particularly in finance, econometrics, and social sciences, while remaining accessible to students through educational datasets. As an evolving project, it invites community contributions, issue reporting, and feature requests.