Beliavsky / R-Finance-Task-View-SupplementLinks
R Finance packages not listed in the Empirical Finance Task View
☆12Updated last week
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
Sorting:
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- R package AssetAllocation☆33Updated last year
- Functions for the construction of risk-based portfolios☆53Updated 4 years ago
- R package for commodities and finance analytics. Sister python package details below.☆31Updated last week
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆37Updated this week
- ☆94Updated 4 months ago
- R package for high frequency time series data management☆63Updated 3 months ago
- ☆76Updated 9 months ago
- Fixed income tools for R☆61Updated 4 months ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated last week
- ☆45Updated 11 years ago
- Covariance Matrix Estimation via Factor Models☆36Updated 6 years ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 years ago
- GAS models☆34Updated 4 years ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆23Updated last year
- ☆46Updated 9 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 9 months ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆27Updated 2 months ago
- R package for financial simulation☆54Updated last week
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆23Updated 3 months ago
- Multivariate GARCH Models☆15Updated 2 weeks ago
- CRAN Task View: Empirical Finance☆57Updated 3 months ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 9 months ago
- ☆17Updated 3 years ago
- An R package for forecasting volatility, using the Markov Switching Multifractal model.☆31Updated 8 years ago
- Automated Backtesting of Portfolios over Multiple Datasets☆67Updated 3 years ago
- R package for inference on the Sharpe ratio.☆20Updated 8 months ago
- MSGARCH R Package☆80Updated 2 years ago
- Econometric Analysis of Explosive Time Series☆29Updated 2 weeks ago