Alternatives and similar repositories for rsims

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

• braverock / FactorAnalytics
  ☆74Updated 7 months ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆52Updated 4 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated last month
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆36Updated 4 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated last year
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆114Updated 2 years ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆64Updated 3 years ago
• jonathancornelissen / highfrequency
  The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…
  ☆159Updated last year
• tr8dr / r-tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆12Updated 5 years ago
• babbage9010 / quant_rv
  quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
  ☆24Updated last year
• Beliavsky / R-Finance-Task-View-Supplement
  R Finance packages not listed in the Empirical Finance Task View
  ☆12Updated this week
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆119Updated 7 months ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆35Updated 6 years ago
• Robot-Wealth / trader-tales
  ☆78Updated 5 months ago
• braverock / PortfolioAnalytics
  ☆93Updated 2 months ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• JustinMShea / ExpectedReturns
  ☆49Updated last week
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆48Updated 2 years ago
• keblu / MSGARCH
  MSGARCH R Package
  ☆80Updated 2 years ago
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆62Updated last week
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆44Updated 3 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated 6 months ago
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆116Updated 4 months ago
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆40Updated 8 months ago
• klausspanderen / RHestonSLV
  ☆17Updated 3 years 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
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆110Updated 6 years ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆99Updated last week
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆52Updated 10 months ago