Alternatives and similar repositories for MSM:

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

• 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
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated 3 weeks ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆33Updated 6 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated last year
• braverock / FactorAnalytics
  ☆72Updated 4 months 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 last month
• R-Finance / Meucci
  ☆45Updated 9 years ago
• babbage9010 / quant_rv
  quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
  ☆24Updated last year
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆28Updated 5 years 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), …
  ☆49Updated 6 years ago
• emilsjoerup / HARModel
  An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)
  ☆18Updated 2 years ago
• keblu / MSGARCH
  MSGARCH R Package
  ☆80Updated 2 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆17Updated 10 months ago
• alexiosg / rmgarch
  Multivariate GARCH Models
  ☆14Updated 4 months ago
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆29Updated 4 years ago
• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆22Updated last year
• cran / rugarch
   This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: http://www.unstarched.net, ht…
  ☆28Updated 7 months ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆27Updated 8 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 6 months ago
• JustinMShea / ExpectedReturns
  ☆47Updated 8 months ago
• DavZim / OptionValuation
  A shiny application to explore the basics of option evaluation
  ☆15Updated 7 years ago
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 6 years ago
• ericwbzhang / Vol_prediction
  Realized Volatility Forecasting modeling
  ☆15Updated 8 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆60Updated 2 years ago
• braverock / PortfolioAnalytics
  ☆93Updated last week
• Beliavsky / R-Finance-Task-View-Supplement
  R Finance packages not listed in the Empirical Finance Task View
  ☆12Updated last month
• R-Finance / PortfolioAnalytics
  ☆45Updated 10 years ago
• risktoollib / RTL
  R package for commodities and finance analytics. Sister python package details below.
  ☆30Updated 2 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…
  ☆154Updated last year