Beliavsky / R-Finance-Task-View-SupplementLinks
R Finance packages not listed in the Empirical Finance Task View
☆12Updated this 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
- Functions for the construction of risk-based portfolios☆52Updated 4 years ago
- R package AssetAllocation☆34Updated last year
- Easily source publicly available data on derivatives☆37Updated 3 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…☆37Updated 2 months ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 years ago
- R package for commodities and finance analytics. Sister python package details below.☆30Updated 3 months ago
- GAS models☆34Updated 3 years ago
- Covariance Matrix Estimation via Factor Models☆35Updated 6 years ago
- R package for high frequency time series data management☆62Updated last week
- Fixed income tools for R☆59Updated 3 weeks ago
- ☆72Updated 5 months ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 5 years ago
- ☆45Updated 10 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 5 months ago
- ☆45Updated 9 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- ☆93Updated 3 weeks ago
- Multivariate GARCH Models☆14Updated last week
- An R package for forecasting volatility, using the Markov Switching Multifractal model.☆31Updated 8 years ago
- CRAN Task View: Empirical Finance☆57Updated 3 weeks ago
- Classes for analysing and implementing equity portfolios in R.☆16Updated 9 months ago
- ☆20Updated 10 years ago
- A Shiny app to work with future contracts data☆23Updated 8 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated last month
- An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)☆18Updated 2 years ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆22Updated last year
- Replication of key GARCH model papers☆35Updated 9 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆17Updated 3 years ago