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
  ☆34Updated last year
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated last month
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆52Updated 4 years ago
• braverock / FactorAnalytics
  ☆74Updated 7 months ago
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆36Updated 4 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆114Updated 2 years ago
• Robot-Wealth / rsims
  R package for financial simulation
  ☆44Updated last month
• Robot-Wealth / trader-tales
  ☆78Updated 5 months ago
• Waleem / MSM
  An R package for forecasting volatility, using the Markov Switching Multifractal model.
  ☆31Updated 8 years ago
• braverock / PortfolioAnalytics
  ☆93Updated 2 months 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
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆63Updated 3 years ago
• RWLab / rwRtools
  R Tools For Working In The Lab
  ☆18Updated 3 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 8 months ago
• JustinMShea / ExpectedReturns
  ☆49Updated 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…
  ☆159Updated last year
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆119Updated 7 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 week
• Bazman76 / ilmanen_expected_returns
  ☆15Updated 3 years ago
• gingfacekillah / Financial-Modelling-in-R
  A collection of scripts for modelling financial markets & options in R.
  ☆56Updated 5 months ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆22Updated last month
• algoquant / IBrokers2
  Functions for executing trading strategies via the API of Interactive Brokers
  ☆14Updated 3 years ago
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆99Updated last week
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated 7 months ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆48Updated 2 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆35Updated 6 years ago
• Robot-Wealth / stat-arb-book
  ☆12Updated last year
• R-Finance / Meucci
  ☆45Updated 9 years ago
• tr8dr / r-tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆12Updated 5 years ago