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
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆21Updated 4 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆61Updated 2 weeks ago
• braverock / FactorAnalytics
  ☆71Updated 3 months ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆32Updated 6 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
• wilsonfreitas / oplib
  Option Volatility and Pricing Models.
  ☆12Updated last month
• Robot-Wealth / rsims
  R package for financial simulation
  ☆39Updated 4 months ago
• gingfacekillah / Financial-Modelling-in-R
  A collection of scripts for modelling financial markets & options in R.
  ☆52Updated 2 months ago
• algoquant / IBrokers2
  Functions for executing trading strategies via the API of Interactive Brokers
  ☆14Updated 3 years ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆27Updated 5 years ago
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆93Updated last week
• tomasrubin / yield-curve-forecasting
  This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
  ☆24Updated 4 years ago
• Beliavsky / R-Finance-Task-View-Supplement
  R Finance packages not listed in the Empirical Finance Task View
  ☆11Updated 2 weeks ago
• klausspanderen / RHestonSLV
  ☆17Updated 3 years ago
• RWLab / rwRtools
  R Tools For Working In The Lab
  ☆16Updated 3 months ago
• risktoollib / RTL
  R package for commodities and finance analytics. Sister python package details below.
  ☆30Updated last month
• Robot-Wealth / trader-tales
  ☆78Updated last month
• JustinMShea / ExpectedReturns
  ☆44Updated 7 months ago
• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆22Updated last year
• ericwbzhang / Vol_prediction
  Realized Volatility Forecasting modeling
  ☆15Updated 7 years ago
• wilsonfreitas / R-fixedincome
  Fixed income tools for R
  ☆59Updated last year
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 8 years ago
• braverock / PortfolioAnalytics
  ☆87Updated this week
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆46Updated last year
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆48Updated 6 years ago
• Bazman76 / ilmanen_expected_returns
  ☆15Updated 2 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆36Updated 2 years ago
• R-Finance / Meucci
  ☆45Updated 8 years ago