R package for financial simulation
☆59Feb 26, 2026Updated last week
Alternatives and similar repositories for rsims
Users that are interested in rsims are comparing it to the libraries listed below
Sorting:
- ☆13Jul 13, 2020Updated 5 years ago
- Simple Risk Premia Strategy☆37May 18, 2021Updated 4 years ago
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- Fast Change Point Detection in R☆24Aug 16, 2025Updated 6 months ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 3 years ago
- Econometric Analysis of Explosive Time Series☆31Sep 19, 2025Updated 5 months ago
- ☆10Nov 18, 2024Updated last year
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- R package for inference on the Sharpe ratio.☆20Dec 21, 2024Updated last year
- R Based Data Science Training Delivered to the Ugandan Ministry of Finance and Bureau of Statistics☆11Aug 18, 2021Updated 4 years ago
- Time Series Modelling☆24Jul 30, 2025Updated 7 months ago
- Bayesian Inference of State Space Models☆49Sep 24, 2025Updated 5 months ago
- KFAS: R Package for Exponential Family State Space Models☆72May 25, 2025Updated 9 months ago
- Collection of scripts for Zorro Trading☆13Jul 30, 2020Updated 5 years ago
- Bank of England Chart Themes and Styles for 'ggplot2'☆13May 8, 2024Updated last year
- a Python tool for downloading sharadar data from Quandl.☆10Dec 8, 2022Updated 3 years ago
- MCMC estimation of Bayesian Vectorautoregressions☆10Feb 26, 2026Updated last week
- Dashboard: Macroeconomic Data of Brazil☆11Dec 31, 2022Updated 3 years ago
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Jul 18, 2022Updated 3 years ago
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Oct 4, 2021Updated 4 years ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated last year
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- The Fast Kalman Filter (FKF) package for R☆13Sep 3, 2024Updated last year
- tidymodels extension package: binding specialty kernels & support vector machines to {parsnip}, {recipes}, and more!☆12Jul 13, 2025Updated 7 months ago
- R package that helps to retrieve data from Banco de España☆12Feb 27, 2026Updated last week
- This is the data scraping & modeling code used for models shown in https://econforecasting.com.☆13Nov 12, 2023Updated 2 years ago
- ggplot2 Functions to Create Tufte Style Sparklines☆12May 13, 2024Updated last year
- Tidymodels for Nested/Panel Data☆13Sep 30, 2023Updated 2 years ago
- R package for commodities and finance analytics. Sister python package details below.☆32Oct 15, 2025Updated 4 months ago
- ☆99Oct 6, 2025Updated 5 months ago
- R Finance packages not listed in the Empirical Finance Task View☆13Dec 23, 2025Updated 2 months ago
- Two-Steps Benchmarks for Time Series Disaggregation (French Quarterly National Accounts methodology)☆11Oct 20, 2025Updated 4 months ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13May 2, 2024Updated last year
- A time series toolbox for official statistics☆12Sep 11, 2025Updated 5 months ago
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- Real Time Monitoring of Asset Markets with R☆33May 18, 2025Updated 9 months ago
- R Client for Algorithmia Algorithms and Data API☆14Apr 25, 2022Updated 3 years ago
- This project is about beating the market and debugging a myth: LSTM + Stock Market = $$$.☆15Oct 8, 2022Updated 3 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago