R-Finance / PortfolioAttributionLinks
☆20Updated 11 years ago
Alternatives and similar repositories for PortfolioAttribution
Users that are interested in PortfolioAttribution are comparing it to the libraries listed below
Sorting:
- R package for high frequency time series data management☆66Updated 3 weeks ago
- ☆45Updated 11 years ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 7 years ago
- ☆83Updated last year
- Easily source publicly available data on derivatives☆38Updated 4 years ago
- ☆98Updated last week
- GAS models☆35Updated 4 years ago
- ☆30Updated 6 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 12 years ago
- Fixed income tools for R☆63Updated 9 months ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated last year
- CRAN Task View: Empirical Finance☆58Updated 3 weeks ago
- ☆19Updated 8 years ago
- R package for inference on the Sharpe ratio.☆20Updated last year
- ☆47Updated 9 years ago
- R Finance packages not listed in the Empirical Finance Task View☆13Updated last month
- MSGARCH R Package☆82Updated 3 years ago
- Covariance Matrix Estimation via Factor Models☆38Updated 6 years ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆38Updated last month
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆64Updated last week
- Time Series Modelling☆24Updated 6 months ago
- R package AssetAllocation☆33Updated 2 years ago
- GARCH models estimated using autodiff.☆17Updated 9 months ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆111Updated 7 years ago
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- Automated Backtesting of Portfolios over Multiple Datasets☆71Updated 3 years ago
- An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)☆19Updated 3 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated last year
- ☆13Updated 11 years ago