ArdiaD / PeerPerformanceLinks
Set of functions to perform (financial) peer performance calculations
☆12Updated last month
Alternatives and similar repositories for PeerPerformance
Users that are interested in PeerPerformance are comparing it to the libraries listed below
Sorting:
- Functions for the construction of risk-based portfolios☆53Updated 4 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 9 years ago
- Covariance Matrix Estimation via Factor Models☆36Updated 6 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆40Updated 11 months ago
- ☆46Updated 9 years ago
- Design of Risk Parity Portfolios☆116Updated 2 years ago
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆22Updated 8 years ago
- Composite Indicators Framework for Business Cycle Analysis☆63Updated 3 years ago
- R package for high frequency time series data management☆63Updated 4 months ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- ☆17Updated 4 years ago
- ☆22Updated 7 years ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated last year
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆160Updated 2 years ago
- ☆45Updated 11 years ago
- ☆54Updated 2 months ago
- ☆95Updated 5 months ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 7 years ago
- R presentation files (knitr, shiny, etc.)☆12Updated 2 months ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Simple Risk Premia Strategy☆38Updated 4 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 10 months ago
- R package AssetAllocation☆33Updated last year
- using the Inverse-Transform method to speed up options pricing simulations in R☆27Updated 3 months ago
- Probability of Backtest Overfitting☆48Updated 3 years ago
- ☆76Updated 10 months ago
- R Finance packages not listed in the Empirical Finance Task View☆13Updated last week
- Fixed income tools for R☆61Updated 5 months ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆50Updated 7 years ago