Alternatives and similar repositories for FactorAnalytics:

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

• braverock / PortfolioAnalytics
  ☆86Updated last month
• wilsonfreitas / R-fixedincome
  Fixed income tools for R
  ☆58Updated last year
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆35Updated last year
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆61Updated 4 months ago
• R-Finance / Meucci
  ☆45Updated 8 years ago
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 6 years ago
• JustinMShea / ExpectedReturns
  ☆43Updated 6 months ago
• Waleem / MSM
  An R package for forecasting volatility, using the Markov Switching Multifractal model.
  ☆31Updated 7 years ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆117Updated 2 months ago
• R-Finance / PortfolioAnalytics
  ☆46Updated 10 years ago
• DavZim / OptionValuation
  A shiny application to explore the basics of option evaluation
  ☆15Updated 7 years ago
• braverock / PerformanceAnalytics
  ☆222Updated 2 months ago
• 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
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆62Updated 3 weeks ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• babbage9010 / quant_rv
  quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
  ☆24Updated last year
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆33Updated 5 years ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆56Updated 3 months ago
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆92Updated 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…
  ☆152Updated last year
• ericwbzhang / Vol_prediction
  Realized Volatility Forecasting modeling
  ☆14Updated 7 years ago
• Robot-Wealth / rsims
  R package for financial simulation
  ☆39Updated 3 months ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆107Updated 2 years ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆61Updated 2 years ago
• joshuaulrich / IBrokers
  R API to Interactive Brokers Trader Workstation
  ☆70Updated 5 months ago
• MikeMKH / quantitative-investment-portfolio-analytics-in-r
  Daily kata from Quantitative Investment Portfolio Analytics In R
  ☆13Updated 5 years ago
• braverock / quantstrat
  ☆293Updated last year
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated 2 months ago
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆108Updated 6 years ago