Alternatives and similar repositories for presentations

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

• algoquant / HighFreq
  R package for high frequency time series data management
  ☆64Updated 3 months ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆28Updated last month
• algoquant / IBrokers2
  Functions for executing trading strategies via the API of Interactive Brokers
  ☆14Updated 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
• PortfolioEffect / PE-HFT-R
  R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
  ☆16Updated 9 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated last year
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆32Updated 2 months ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆53Updated 4 years ago
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated 8 months ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆119Updated 8 months ago
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆23Updated 2 months ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆27Updated 8 years ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆65Updated 3 years ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• R-Finance / Meucci
  ☆46Updated 9 years ago
• niki864 / Simple-Stock-Predictor-xgboost-knn-
  Stock prediction using xgboost and knn classification done in R
  ☆28Updated 6 years ago
• IlyaKipnis / DSTrading
  Digital Signal Trading (John Ehlers indicators)
  ☆93Updated 6 years ago
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆37Updated 4 years ago
• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆23Updated last year
• Bazman76 / ilmanen_expected_returns
  ☆16Updated 3 years ago
• MarcosCarreira / BrazilianDerivatives
  Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
  ☆17Updated last year
• klausspanderen / RHestonSLV
  ☆17Updated 3 years ago
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆29Updated 4 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 9 years ago
• braverock / FactorAnalytics
  ☆76Updated 8 months ago
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆110Updated 6 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆36Updated 6 years ago
• babbage9010 / quant_rv
  quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
  ☆24Updated last year
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆57Updated 2 months ago
• DavZim / OptionValuation
  A shiny application to explore the basics of option evaluation
  ☆15Updated 7 years ago