Alternatives and similar repositories for PortfolioAttribution

Users that are interested in PortfolioAttribution are comparing it to the libraries listed below

• algoquant / HighFreq
  R package for high frequency time series data management
  ☆64Updated 6 months ago
• braverock / FactorAnalytics
  ☆82Updated last year
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• braverock / PortfolioAnalytics
  ☆95Updated 7 months 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
• LeopoldoCatania / GAS
  GAS models
  ☆35Updated 4 years ago
• R-Finance / PerformanceAnalytics
  ☆30Updated 6 years ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆58Updated last month
• 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
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 7 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆33Updated 2 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 years ago
• braverock / FinancialInstrument
  ☆19Updated 7 years ago
• KevinKotze / tsm
  Time Series Modelling
  ☆24Updated 4 months ago
• wilsonfreitas / R-fixedincome
  Fixed income tools for R
  ☆63Updated 7 months ago
• enricoschumann / NMOF
  Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…
  ☆37Updated last month
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated last year
• mmaechler / fracdiff
  R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models
  ☆21Updated last year
• kochiuyu / CandleStickPattern
  Calculate Simple Candle Stick Pattern
  ☆28Updated last year
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆63Updated last week
• Beliavsky / R-Finance-Task-View-Supplement
  R Finance packages not listed in the Empirical Finance Task View
  ☆13Updated this week
• R-Finance / Meucci
  ☆47Updated 9 years ago
• mpiktas / midasr
  R package for mixed frequency time series data analysis.
  ☆80Updated 8 months ago
• DavisVaughan / flyingfox
  An R Interface to the Quantopian Zipline Financial Backtester
  ☆25Updated 7 years ago
• R-Finance / FactorAnalytics
  ☆13Updated 11 years ago
• ShichenXie / pedquant
  quant, financial data, economic data
  ☆65Updated 4 months ago
• algoquant / presentations
  R presentation files (knitr, shiny, etc.)
  ☆12Updated 5 months ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆37Updated 6 years ago
• vzhomeexperiments / lazytrade
  all functions and scripts of the lazy trade educational project on udemy
  ☆22Updated last year