Alternatives and similar repositories for PE-HFT-R

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

• algoquant / HighFreq
  R package for high frequency time series data management
  ☆66Updated last week
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆27Updated 9 years ago
• algoquant / presentations
  R presentation files (knitr, shiny, etc.)
  ☆12Updated last week
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 years ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆49Updated 3 years ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆28Updated 6 months ago
• IlyaKipnis / DSTrading
  Digital Signal Trading (John Ehlers indicators)
  ☆93Updated 7 years ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆118Updated last year
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆15Updated 2 years ago
• mfrdixon / gpusvcalibration
  Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
  ☆11Updated 11 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆33Updated 2 years ago
• srome / pybacktester
  An event-based backtester written in Python for algorithmic trading.
  ☆43Updated 8 years ago
• babbage9010 / quant_rv
  quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
  ☆26Updated last year
• chenhaotian / High-Frequency-Trading-Simulation-System
  HFT, A high-frequency trading simulation package in R
  ☆90Updated 7 years ago
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆37Updated 4 years ago
• jmazar / obmodeling
  ☆17Updated 3 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆119Updated 3 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆23Updated 4 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆38Updated 6 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated last year
• jonathancornelissen / highfrequency
  The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…
  ☆161Updated last month
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆111Updated 7 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 9 years ago
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated last year
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆33Updated last week
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆15Updated 9 years ago
• Bazman76 / ilmanen_expected_returns
  ☆16Updated 3 years ago
• deanfantazzini / bubble
  ☆11Updated 5 years ago
• Reckziegel / epo
  Enhanced Portfolio Optimization (EPO)
  ☆17Updated last year