ArdiaD / PeerPerformance
Set of functions to perform (financial) peer performance calculations
☆12Updated last week
Related projects ⓘ
Alternatives and complementary repositories for PeerPerformance
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 years ago
- ☆46Updated 10 years ago
- Easily source publicly available data on derivatives☆37Updated 2 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆34Updated 3 weeks ago
- R package AssetAllocation☆34Updated 11 months ago
- ☆67Updated 8 months ago
- ☆41Updated 2 months ago
- Covariance Matrix Estimation via Factor Models☆33Updated 5 years ago
- Fixed income tools for R☆52Updated 10 months ago
- R package for high frequency time series data management☆61Updated 3 weeks ago
- R package for commodities and finance analytics. Sister python package details below.☆28Updated 2 months ago
- Example code of simple things one can do with our open-source asset pricing data☆44Updated 2 months ago
- ☆79Updated 2 weeks ago
- ☆45Updated 8 years ago
- ☆17Updated 3 years ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆34Updated 2 weeks ago
- R Finance packages not listed in the Empirical Finance Task View☆11Updated this week
- Repository for exploring ways to develop html presentation for the PortfolioAnalytics package☆20Updated 10 years ago
- ☆19Updated 3 weeks ago
- GAS models☆35Updated 3 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- Mostly R code files for my posts on www.returnandrisk.com.☆21Updated 5 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 8 years ago
- Contains data and documentation for paper: "Valuing Private Equity Investments Strip by Strip" with Arpit Gupta and Stijn Van Nieuwerburg…☆21Updated 3 years ago
- R presentation files (knitr, shiny, etc.)☆12Updated 3 weeks ago
- A shiny application to explore the basics of option evaluation☆15Updated 7 years ago
- ☆17Updated 10 years ago
- beamer/knitr slides for quantstrat tutorial☆24Updated 8 years ago