Alternatives and similar repositories for rsims:

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

• babbage9010 / quant_rv
  quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
  ☆24Updated last year
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆35Updated 3 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated last year
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆61Updated this week
• braverock / FactorAnalytics
  ☆71Updated 4 months ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆32Updated 6 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• algoquant / IBrokers2
  Functions for executing trading strategies via the API of Interactive Brokers
  ☆14Updated 3 years ago
• braverock / PortfolioAnalytics
  ☆89Updated last week
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• RWLab / rwRtools
  R Tools For Working In The Lab
  ☆17Updated 4 months ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 10 years ago
• gingfacekillah / Financial-Modelling-in-R
  A collection of scripts for modelling financial markets & options in R.
  ☆52Updated 2 months ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆60Updated 2 years ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆26Updated 8 years ago
• joshuaulrich / IBrokers
  R API to Interactive Brokers Trader Workstation
  ☆70Updated 7 months ago
• klausspanderen / RHestonSLV
  ☆17Updated 3 years ago
• Robot-Wealth / trader-tales
  ☆78Updated 2 months ago
• Beliavsky / R-Finance-Task-View-Supplement
  R Finance packages not listed in the Empirical Finance Task View
  ☆11Updated last month
• Waleem / MSM
  An R package for forecasting volatility, using the Markov Switching Multifractal model.
  ☆31Updated 7 years ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆118Updated 4 months ago
• MarcosCarreira / BrazilianDerivatives
  Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
  ☆17Updated 8 months ago
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆39Updated 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
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆108Updated 2 years 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 2 weeks ago
• lbilli / rib
  An R implementation of Interactive Brokers API
  ☆39Updated last month
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆22Updated 4 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
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆94Updated last week