Alternatives and similar repositories for quant_rv

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

• rubetron / AssetAllocation
  R package AssetAllocation
  ☆33Updated 2 years ago
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆24Updated 7 months ago
• braverock / FactorAnalytics
  ☆83Updated last year
• Robot-Wealth / rsims
  R package for financial simulation
  ☆59Updated last month
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆66Updated 2 weeks ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆38Updated 6 years ago
• charlesmalafosse / custom-factor-model
  Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"
  ☆19Updated 4 years ago
• wilsonfreitas / oplib
  Option Volatility and Pricing Models.
  ☆12Updated 11 months ago
• algoquant / IBrokers2
  Functions for executing trading strategies via the API of Interactive Brokers
  ☆15Updated 4 years ago
• JustinMShea / ExpectedReturns
  ☆55Updated 5 months ago
• mfrdixon / gpusvcalibration
  Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
  ☆11Updated 12 years 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 last month
• RWLab / rwRtools
  R Tools For Working In The Lab
  ☆18Updated 9 months 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…
  ☆40Updated last month
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆37Updated 4 years ago
• MarcosCarreira / BrazilianDerivatives
  Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
  ☆17Updated 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 6 months ago
• gingfacekillah / Financial-Modelling-in-R
  A collection of scripts for modelling financial markets & options in R.
  ☆61Updated last year
• Robot-Wealth / trader-tales
  ☆100Updated 4 months ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆119Updated 3 years ago
• braverock / PortfolioAnalytics
  ☆98Updated last week
• DavZim / OptionValuation
  A shiny application to explore the basics of option evaluation
  ☆15Updated 8 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 last year
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆113Updated this week
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆71Updated 3 years ago
• risktoollib / RTL
  R package for commodities and finance analytics. Sister python package details below.
  ☆32Updated 3 months ago
• algoquant / presentations
  R presentation files (knitr, shiny, etc.)
  ☆12Updated 2 weeks ago
• Bazman76 / ilmanen_expected_returns
  ☆16Updated 3 years ago
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆64Updated last month