babbage9010 / quant_rvLinks
quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
☆25Updated last year
Alternatives and similar repositories for quant_rv
Users that are interested in quant_rv are comparing it to the libraries listed below
Sorting:
- R package AssetAllocation☆33Updated 2 years ago
- ☆82Updated 11 months ago
- R package for high frequency time series data management☆64Updated 6 months ago
- R package for financial simulation☆57Updated 3 weeks ago
- A collection of scripts for modelling financial markets & options in R.☆61Updated 10 months ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Updated 5 months ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Covariance Matrix Estimation via Factor Models☆37Updated 6 years ago
- R Tools For Working In The Lab☆18Updated 7 months ago
- ☆95Updated 2 months ago
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 4 years ago
- R Finance packages not listed in the Empirical Finance Task View☆13Updated 2 weeks ago
- Fixed income tools for R☆62Updated 6 months ago
- ☆95Updated 6 months ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆63Updated last week
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 4 months ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated last year
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆160Updated this week
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated 11 months ago
- Automated Backtesting of Portfolios over Multiple Datasets☆67Updated 3 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- ☆45Updated 11 years ago
- Option Volatility and Pricing Models.☆12Updated 9 months ago
- Simple Risk Premia Strategy☆38Updated 4 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆39Updated last year
- This repository hosts the source code for the website tidy-finance.org☆102Updated this week
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated last year
- A shiny application to explore the basics of option evaluation☆15Updated 8 years ago
- Design of Risk Parity Portfolios☆116Updated 3 years ago
- ☆55Updated 3 months ago