Alternatives and similar repositories for RiskPortfolios:

Users that are interested in RiskPortfolios are comparing it to the libraries listed below

• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆32Updated 6 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated last year
• mfrdixon / gpusvcalibration
  Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
  ☆11Updated 11 years ago
• klausspanderen / RHestonSLV
  ☆17Updated 3 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 8 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated last week
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated 4 months ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆60Updated 2 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆31Updated last week
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 6 years ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆35Updated 9 years ago
• emilsjoerup / HARModel
  An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)
  ☆18Updated 2 years ago
• R-Finance / Meucci
  ☆45Updated 8 years ago
• Waleem / MSM
  An R package for forecasting volatility, using the Markov Switching Multifractal model.
  ☆31Updated 7 years ago
• keblu / MSGARCH
  MSGARCH R Package
  ☆80Updated 2 years ago
• braverock / FactorAnalytics
  ☆71Updated 4 months ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 10 years ago
• dppalomar / imputeFin
  Imputation of Financial Time Series with Missing Values and/or Outliers
  ☆25Updated 3 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆59Updated 2 years ago
• Beliavsky / R-Finance-Task-View-Supplement
  R Finance packages not listed in the Empirical Finance Task View
  ☆11Updated last month
• JustinMShea / ExpectedReturns
  ☆47Updated 7 months ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• ericwbzhang / Vol_prediction
  Realized Volatility Forecasting modeling
  ☆15Updated 7 years ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆27Updated 5 years ago
• enricoschumann / NMOF
  Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…
  ☆37Updated 2 weeks ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆108Updated 2 years ago
• braverock / PortfolioAnalytics
  ☆89Updated 2 weeks ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆29Updated 4 years ago
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆15Updated 2 years ago