Alternatives and similar repositories for quantitative-investment-portfolio-analytics-in-r

Users that are interested in quantitative-investment-portfolio-analytics-in-r are comparing it to the libraries listed below

• ericwbzhang / Vol_prediction
  Realized Volatility Forecasting modeling
  ☆19Updated 8 years ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 6 years ago
• tomasrubin / yield-curve-forecasting
  This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
  ☆25Updated 4 years ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆236Updated 2 years ago
• wilsonfreitas / oplib
  Option Volatility and Pricing Models.
  ☆12Updated 10 months ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆93Updated 4 years ago
• yhilpisch / aifin
  Resources for the AI in Finance Workshop at Texas State University (October 2023).
  ☆53Updated 2 years ago
• montrixdev / mxdevtool-python
  Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )
  ☆31Updated 2 years ago
• 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 week
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆103Updated 2 years ago
• JustinMShea / ExpectedReturns
  ☆55Updated 4 months ago
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆55Updated 8 months ago
• xuruilong100 / QuantLibPythonExamples
  Reimplementing QuantLib examples by Python
  ☆66Updated 3 years ago
• FinancialEngineerLab / finefinance
  KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
  ☆27Updated 3 years ago
• weijie-chen / Notes_For_Macroeconomic_Analyst
  These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.
  ☆30Updated 3 years ago
• LenkaV / CIF
  Composite Indicators Framework for Business Cycle Analysis
  ☆63Updated 3 years ago
• asaficontact / FX_forecasting_model
  Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
  ☆36Updated 3 years ago
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆52Updated 7 years ago
• tsando / CQF
  Assignments submitted for the Certification in Quantitative Finance (CQF) 2016
  ☆36Updated 7 years ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆130Updated 4 years ago
• sumit090594 / WQU-Projects
  Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…
  ☆31Updated 5 years ago
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆24Updated 6 months ago
• nburgessx / QuantResearch
  Quant Research
  ☆96Updated last month
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 9 years ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆153Updated 3 years ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆38Updated 4 years ago
• chenenen13 / Trading-Strategies
  ☆85Updated last year
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆116Updated 3 years ago
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago