Alternatives and similar repositories for R-Finance-Task-View-Supplement

Users that are interested in R-Finance-Task-View-Supplement are comparing it to the libraries listed below

• rubetron / AssetAllocation
  R package AssetAllocation
  ☆33Updated 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
• braverock / PortfolioAnalytics
  ☆95Updated 5 months ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆53Updated 4 years ago
• risktoollib / RTL
  R package for commodities and finance analytics. Sister python package details below.
  ☆31Updated last week
• 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…
  ☆38Updated last week
• braverock / FactorAnalytics
  ☆79Updated 10 months ago
• wilsonfreitas / R-fixedincome
  Fixed income tools for R
  ☆62Updated 5 months ago
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆63Updated last week
• Robot-Wealth / rsims
  R package for financial simulation
  ☆54Updated last month
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆64Updated 5 months ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆36Updated 6 years ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• keblu / MSGARCH
  MSGARCH R Package
  ☆81Updated 2 years ago
• R-Finance / Meucci
  ☆46Updated 9 years ago
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated 10 months ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆57Updated last month
• LeopoldoCatania / GAS
  GAS models
  ☆35Updated 4 years ago
• alexiosg / rmgarch
  Multivariate GARCH Models
  ☆15Updated last month
• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆23Updated last year
• klausspanderen / RHestonSLV
  ☆17Updated 4 years ago
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 7 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated 10 months ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆67Updated 3 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 3 months ago
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆101Updated this week
• emilsjoerup / HARModel
  An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)
  ☆19Updated 2 years ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆118Updated 10 months ago
• alexiosg / rugarch
  Univariate GARCH models in R
  ☆29Updated 4 months ago