Daily kata from Quantitative Investment Portfolio Analytics In R
☆16Aug 7, 2019Updated 6 years ago
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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Tracking activity and sentiment in the crypto markets using the Twitter API, Reddit API, Google Trends, and other sources☆10Sep 23, 2019Updated 6 years ago
- Scripts for the trading software AgenaTrader☆15Jan 8, 2022Updated 4 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆10Nov 17, 2019Updated 6 years ago
- 2D cubic spline approximation☆13Mar 22, 2024Updated 2 years ago
- Trend trading strategies filtered by the Market Meanness Index.☆12Apr 1, 2018Updated 8 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆10Sep 25, 2018Updated 7 years ago
- R package to import articles from newspaper databases☆14Feb 29, 2024Updated 2 years ago
- Use ESG-BERT model to classify text of sustainability reports☆17Jun 7, 2023Updated 2 years ago
- SABR model calibration on shiny☆11Sep 16, 2013Updated 12 years ago
- Option Volatility and Pricing Models.☆13Feb 24, 2025Updated last year
- Risk Lab Research - ESG Company Ranking Score☆11May 1, 2020Updated 6 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Nov 5, 2022Updated 3 years ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆13May 18, 2019Updated 7 years ago
- These lectures are from quantopian☆10Nov 25, 2020Updated 5 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies☆20Jul 7, 2022Updated 3 years ago
- Contains the NLP project for the "Detecting greenwashing signals through a comparison of ESG reports and public media" challenge.☆22Jun 12, 2023Updated 2 years ago
- Please refer to attached full report. Introduction ESG is abbreviate of the environment, social responsibility, and corporate governanc…☆21Aug 16, 2018Updated 7 years ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Feb 18, 2021Updated 5 years ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆25Mar 1, 2024Updated 2 years ago
- ☆30May 11, 2016Updated 10 years ago
- Full Python implementation of the Heston pricing algorithm developed in the article by Leif Anderson and Mark Lake in their article Robus…☆22Jun 28, 2020Updated 5 years ago
- This repository includes my codes for Udemy [“Data Science, Deep Learning, & Machine Learning with Python”](https://www.udemy.com/dat…☆13Aug 27, 2018Updated 7 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Feb 3, 2014Updated 12 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- 将DolphinDB接入Qlib☆28May 12, 2026Updated last week
- Use the Finite Difference method to price European, American and Bermudan options.☆23Aug 5, 2020Updated 5 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆22Jan 30, 2019Updated 7 years ago
- Portfolio with data science and machine learning projects I developed during my training in data science.☆10Jan 4, 2021Updated 5 years ago
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- Scientific Mind Mapping☆15Jan 25, 2018Updated 8 years ago
- ☆14Nov 9, 2013Updated 12 years ago
- An R Package for the Financial Modeling Prep Financial Data API☆12Aug 17, 2021Updated 4 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Apr 5, 2022Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆14Mar 1, 2024Updated 2 years ago
- ExplaineR is an R package built for enhanced interpretation of classification and regression models based on SHAP method and interactive …☆21Aug 17, 2025Updated 9 months ago
- Introduction to Python Tutorial at SciPy 2020☆23Jul 7, 2020Updated 5 years ago
- Machine Learning Trading Toolkit☆40Jun 27, 2025Updated 10 months ago
- IntelliJ Idea plugin for KDB+ Q Language☆14Apr 26, 2026Updated 3 weeks ago
- Python module to extract articles from NexisUni and Factiva.☆40Jul 11, 2019Updated 6 years ago
- Python script to extract data of Linkedin job openings using Selenium and BeautifulSoup. Storing the data using Google Sheets API.☆15Feb 4, 2021Updated 5 years ago