Alternatives and similar repositories for HighFreq:

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

• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• braverock / FactorAnalytics
  ☆71Updated 3 months ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆32Updated 5 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated last year
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 6 years ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆48Updated 2 years ago
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆15Updated 2 years ago
• Waleem / MSM
  An R package for forecasting volatility, using the Markov Switching Multifractal model.
  ☆31Updated 7 years ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆26Updated 8 years ago
• braverock / PortfolioAnalytics
  ☆86Updated 2 months ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆118Updated 3 months ago
• IlyaKipnis / DSTrading
  Digital Signal Trading (John Ehlers indicators)
  ☆91Updated 6 years ago
• babbage9010 / quant_rv
  quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
  ☆24Updated last year
• klausspanderen / RHestonSLV
  ☆17Updated 3 years ago
• R-Finance / Meucci
  ☆45Updated 8 years ago
• algoquant / IBrokers2
  Functions for executing trading strategies via the API of Interactive Brokers
  ☆14Updated 3 years ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 10 years ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆60Updated 2 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆108Updated 2 years ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 8 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆19Updated 2 months ago
• Robot-Wealth / rsims
  R package for financial simulation
  ☆39Updated 3 months ago
• keblu / MSGARCH
  MSGARCH R Package
  ☆80Updated 2 years ago
• Beliavsky / R-Finance-Task-View-Supplement
  R Finance packages not listed in the Empirical Finance Task View
  ☆11Updated this week
• jonathancornelissen / highfrequency
  The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…
  ☆153Updated last year
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆62Updated this week
• PortfolioEffect / PE-HFT-R
  R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
  ☆16Updated 9 years ago
• R-Finance / PortfolioAttribution
  ☆19Updated 10 years ago