Alternatives and similar repositories for R-in-Finance

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

• JustinMShea / ExpectedReturns
  ☆55Updated 2 months ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆31Updated 4 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆19Updated last year
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆36Updated 6 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆43Updated 4 years ago
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 4 years ago
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆52Updated last year
• AndersAsa / IMF_Macro_Forecasting_R
  R code for the IMF edX course on Macroeconomic Forecasting
  ☆17Updated 9 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆105Updated 6 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆53Updated 4 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆32Updated 4 months ago
• R-Finance / Meucci
  ☆46Updated 9 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆27Updated 6 years ago
• xuruilong100 / EFRMinPython
  Elements of Financial Risk Management in Python
  ☆12Updated 4 years ago
• braverock / FactorAnalytics
  ☆79Updated 10 months ago
• jonathancornelissen / highfrequency
  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
• bashtage / mfe-toolbox
  ☆109Updated 3 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆40Updated last year
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆34Updated 9 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆40Updated 5 years ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆42Updated 7 years ago
• ZhangZhiHu / assetPricing
  ☆23Updated 8 years ago
• VermeirJellen / Financial_Risk_Modeling_Research
  Practical applications towards risk-centric portfolio management
  ☆46Updated 9 years ago
• TommasoBelluzzo / SystemicRisk
  A framework for financial systemic risk valuation and analysis.
  ☆176Updated 2 years ago
• ymlai87416 / ComputationalFinance_notebook
  Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot
  ☆11Updated 7 years ago
• pcmichaud / notebooks
  Behavioral Economics and Finance Python Notebooks
  ☆21Updated 6 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆116Updated 2 years ago