PortfolioEffect / PE-HFT-R

Related projects ⓘ

Alternatives and complementary repositories for PE-HFT-R

• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆47Updated 2 years ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆25Updated 8 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆61Updated 2 weeks ago
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆14Updated last year
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• algoquant / presentations
  R presentation files (knitr, shiny, etc.)
  ☆12Updated 2 weeks ago
• jmazar / obmodeling
  ☆17Updated 2 years ago
• vzhomeexperiments / lazytrade
  all functions and scripts of the lazy trade educational project on udemy
  ☆23Updated 3 months ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆31Updated 5 years ago
• jirotubuyaki / Jdmbs
  An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
  ☆28Updated 4 years ago
• BessieChen / Algorithmic-Portfolio-Management-in-R-programming-language
  The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…
  ☆12Updated 6 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 8 years ago
• micclly / mt4R
  MT4 -> R interface library
  ☆38Updated 10 years ago
• deanfantazzini / bubble
  ☆11Updated 4 years ago
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆33Updated 3 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆18Updated 9 years ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 10 years ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 2 years ago
• babbage9010 / quant_rv
  quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
  ☆23Updated 8 months ago
• Bazman76 / ilmanen_expected_returns
  ☆14Updated 2 years ago
• petr-fedorov / obadiah
  Order Book Analytics Database
  ☆12Updated 4 years ago
• censix / INTRADAY-PartAB
  Updated repository containing datafeed and strategy
  ☆12Updated 9 years ago
• joshuaulrich / lspm
  R implementation of Ralph Vince's Leverage Space Portfolio Model
  ☆20Updated 8 years ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆27Updated 5 years ago
• Reckziegel / epo
  Enhanced Portfolio Optimization (EPO)
  ☆10Updated 8 months ago
• klausspanderen / RHestonSLV
  ☆16Updated 3 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated 11 months ago
• dppalomar / sparseIndexTracking
  Design of Portfolio of Stocks to Track an Index
  ☆50Updated last year
• DavZim / RITCH
  An R interface to the ITCH Protocol
  ☆18Updated 2 months ago