R-Finance / PortfolioAnalytics

Related projects ⓘ

Alternatives and complementary repositories for PortfolioAnalytics

• R-Finance / PerformanceAnalytics
  ☆29Updated 5 years ago
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 6 years ago
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆106Updated 5 years ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆56Updated last week
• braverock / FactorAnalytics
  ☆67Updated 8 months ago
• braverock / PortfolioAnalytics
  ☆79Updated 2 weeks ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• R-Finance / Meucci
  ☆45Updated 8 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆61Updated 3 weeks ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated 11 months ago
• martinv13 / shiny-futures
  A Shiny app to work with future contracts data
  ☆23Updated 7 years ago
• joshuaulrich / IBrokers
  R API to Interactive Brokers Trader Workstation
  ☆68Updated 2 months ago
• R-Finance / FactorAnalytics
  ☆13Updated 10 years ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆114Updated 2 months ago
• lbilli / rib
  An R implementation of Interactive Brokers API
  ☆38Updated last month
• DavZim / OptionValuation
  A shiny application to explore the basics of option evaluation
  ☆15Updated 7 years ago
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆61Updated last week
• algoquant / IBrokers2
  Functions for executing trading strategies via the API of Interactive Brokers
  ☆14Updated 3 years ago
• IlyaKipnis / IKTrading
  Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.
  ☆117Updated 2 years ago
• wilsonfreitas / R-fixedincome
  Fixed income tools for R
  ☆52Updated 10 months ago
• braverock / FinancialInstrument
  ☆18Updated 6 years ago
• Rblp / Rblpapi
  R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
  ☆167Updated 2 months ago
• IlyaKipnis / DSTrading
  Digital Signal Trading (John Ehlers indicators)
  ☆89Updated 5 years ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 2 years ago
• ahmedmohamedali / eikonapir
  ☆40Updated 3 years ago
• rossb34 / PortfolioAnalyticsPresentation
  Repository for exploring ways to develop html presentation for the PortfolioAnalytics package
  ☆20Updated 10 years ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆25Updated 8 years ago
• business-science / riingo
  An R interface to the Tiingo stock price API
  ☆51Updated 4 years ago
• ArdiaD / PeerPerformance
  Set of functions to perform (financial) peer performance calculations
  ☆12Updated last week