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:
- ☆45Updated 11 years ago
- ☆76Updated 10 months ago
- ☆30Updated 6 years ago
- R package for high frequency time series data management☆63Updated 4 months ago
- ☆95Updated 5 months ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 7 years ago
- CRAN Task View: Empirical Finance☆57Updated 2 weeks ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 10 months ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- GAS models☆35Updated 4 years ago
- Functions for the construction of risk-based portfolios☆53Updated 4 years ago
- Fixed income tools for R☆61Updated 5 months ago
- R package for inference on the Sharpe ratio.☆20Updated 9 months ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆20Updated last year
- R package AssetAllocation☆33Updated last year
- ☆46Updated 9 years ago
- The Tidymodels Extension for GARCH models☆34Updated 3 years ago
- ☆20Updated 7 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.☆62Updated 2 weeks ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- MSGARCH R Package☆81Updated 2 years ago
- R presentation files (knitr, shiny, etc.)☆12Updated 2 months ago
- This repository hosts the source code for the website tidy-finance.org☆101Updated this week
- The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets.…☆11Updated 10 years ago
- Univariate GARCH models in R☆28Updated 3 months ago
- An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)☆19Updated 2 years ago
- Calculate Simple Candle Stick Pattern☆29Updated last year