Alternatives and similar repositories for FactorAnalytics

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

• braverock / PortfolioAnalytics
  ☆95Updated 4 months ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆119Updated 9 months ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆33Updated last year
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆53Updated 4 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆63Updated 4 months ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• wilsonfreitas / R-fixedincome
  Fixed income tools for R
  ☆61Updated 4 months ago
• R-Finance / Meucci
  ☆46Updated 9 years ago
• JustinMShea / ExpectedReturns
  ☆53Updated last month
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆62Updated last week
• DavZim / OptionValuation
  A shiny application to explore the basics of option evaluation
  ☆15Updated 8 years ago
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 7 years ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆57Updated last week
• yl2 / pa
  Performance Attribution for Equity Portfolios
  ☆24Updated 2 years ago
• braverock / PerformanceAnalytics
  ☆228Updated last month
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆67Updated 3 years ago
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆110Updated 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
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated 9 months ago
• braverock / quantstrat
  ☆301Updated 2 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆116Updated 2 years ago
• R-Finance / PortfolioAttribution
  ☆20Updated 11 years ago
• 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
• klausspanderen / RHestonSLV
  ☆17Updated 4 years ago
• joshuaulrich / IBrokers
  R API to Interactive Brokers Trader Workstation
  ☆74Updated 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), …
  ☆50Updated 7 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆36Updated 6 years ago
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆101Updated this week
• Beliavsky / R-Finance-Task-View-Supplement
  R Finance packages not listed in the Empirical Finance Task View
  ☆13Updated last week
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago