algoquant / presentations
R presentation files (knitr, shiny, etc.)
☆12Updated this week
Alternatives and similar repositories for presentations:
Users that are interested in presentations are comparing it to the libraries listed below
- R package for high frequency time series data management☆61Updated this week
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆26Updated 8 years ago
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 3 years ago
- R package AssetAllocation☆34Updated last year
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆26Updated 5 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- NYU Tandon lecture slides☆31Updated this week
- A Shiny app to work with future contracts data☆23Updated 7 years ago
- ☆45Updated 8 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆21Updated 4 years ago
- ☆28Updated 4 years ago
- ☆45Updated 10 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 3 months ago
- Stock prediction using xgboost and knn classification done in R☆29Updated 6 years ago
- CRAN Task View: Empirical Finance☆56Updated 4 months ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆22Updated last year
- Covariance Matrix Estimation via Factor Models☆32Updated 5 years ago
- An R interface to the ITCH Protocol☆18Updated 6 months ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 6 years ago
- The stock analysis R file for computing stock returns and correlations for the S&P500 stock listing.☆36Updated 8 years ago
- ☆15Updated 2 years ago
- Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…☆15Updated 4 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- Code for various data snooping tests on financial time series.☆18Updated 9 years ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 years ago
- ☆17Updated 3 years ago