babbage9010 / quant_rv
quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
☆24Updated last year
Alternatives and similar repositories for quant_rv:
Users that are interested in quant_rv are comparing it to the libraries listed below
- R package AssetAllocation☆35Updated last year
- ☆71Updated 2 months ago
- Simple Risk Premia Strategy☆33Updated 3 years ago
- R package for financial simulation☆39Updated 3 months ago
- ☆76Updated 2 weeks ago
- A collection of scripts for modelling financial markets & options in R.☆49Updated last month
- Covariance Matrix Estimation via Factor Models☆33Updated 5 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆20Updated 4 years ago
- ☆43Updated 6 months ago
- R package for high frequency time series data management☆61Updated 4 months ago
- Daily kata from Quantitative Investment Portfolio Analytics In R☆13Updated 5 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆36Updated 4 months ago
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆26Updated 8 years ago
- An R package for forecasting volatility, using the Markov Switching Multifractal model.☆31Updated 7 years ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆16Updated 6 months ago
- A shiny application to explore the basics of option evaluation☆15Updated 7 years ago
- Fixed income tools for R☆58Updated last year
- Option Volatility and Pricing Models.☆12Updated last week
- R Tools For Working In The Lab☆16Updated 2 months ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆27Updated 5 years ago
- Realized Volatility Forecasting modeling☆14Updated 7 years ago
- R package for commodities and finance analytics. Sister python package details below.☆30Updated this week
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆46Updated last year
- ☆23Updated 2 years ago
- This repository hosts the source code for the website tidy-finance.org☆92Updated this week
- ☆17Updated 3 years ago
- Tutor step-by-step on how to analyze stock data using the R language.☆17Updated last year
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆24Updated 4 years ago