Alternatives and similar repositories for MSM

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

• braverock / FactorAnalytics
  ☆79Updated 11 months ago
• jonathancornelissen / highfrequency
  The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…
  ☆160Updated 2 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 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
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆64Updated 5 months ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆36Updated 6 years 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…
  ☆39Updated last year
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆33Updated last year
• braverock / PortfolioAnalytics
  ☆95Updated 6 months ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆118Updated 11 months ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆67Updated 3 years ago
• R-Finance / Meucci
  ☆46Updated 9 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆116Updated 3 years ago
• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆23Updated last year
• keblu / MSGARCH
  MSGARCH R Package
  ☆81Updated 2 years ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆28Updated 4 months ago
• Beliavsky / R-Finance-Task-View-Supplement
  R Finance packages not listed in the Empirical Finance Task View
  ☆13Updated last week
• 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…
  ☆38Updated this week
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• algoquant / IBrokers2
  Functions for executing trading strategies via the API of Interactive Brokers
  ☆14Updated 4 years ago
• wilsonfreitas / R-fixedincome
  Fixed income tools for R
  ☆62Updated 6 months ago
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆24Updated 5 months ago
• Robot-Wealth / rsims
  R package for financial simulation
  ☆54Updated 2 months ago
• JustinMShea / ExpectedReturns
  ☆55Updated 3 months ago
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆51Updated 7 years ago
• klausspanderen / RHestonSLV
  ☆17Updated 4 years ago
• braverock / quantstrat
  ☆302Updated 2 years ago
• risktoollib / RTL
  R package for commodities and finance analytics. Sister python package details below.
  ☆31Updated last month
• alexiosg / rmgarch
  Multivariate GARCH Models
  ☆16Updated 2 months ago
• emilsjoerup / HARModel
  An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)
  ☆19Updated 2 years ago