braverock / FactorAnalyticsLinks
☆75Updated 7 months ago
Alternatives and similar repositories for FactorAnalytics
Users that are interested in FactorAnalytics are comparing it to the libraries listed below
Sorting:
- ☆93Updated 2 months ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 7 months ago
- R package for high frequency time series data management☆64Updated 2 months ago
- ☆45Updated 11 years ago
- Fixed income tools for R☆60Updated 2 months ago
- R package AssetAllocation☆34Updated last year
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated this week
- ☆46Updated 9 years ago
- Functions for the construction of risk-based portfolios☆53Updated 4 years ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 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
- ☆227Updated 7 months ago
- ☆17Updated 3 years ago
- ☆51Updated this week
- Automated Backtesting of Portfolios over Multiple Datasets☆63Updated 3 years ago
- CRAN Task View: Empirical Finance☆57Updated last month
- An R package for forecasting volatility, using the Markov Switching Multifractal model.☆31Updated 8 years ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆24Updated last year
- Design of Risk Parity Portfolios☆115Updated 2 years ago
- R package for financial simulation☆44Updated last month
- MSGARCH R Package☆80Updated 2 years ago
- R API to Interactive Brokers Trader Workstation☆74Updated 10 months ago
- ☆300Updated last year
- Covariance Matrix Estimation via Factor Models☆36Updated 6 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆159Updated last year
- R package for option pricing☆36Updated 3 years ago
- A shiny application to explore the basics of option evaluation☆15Updated 7 years ago
- An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)☆19Updated 2 years ago
- Performance Attribution for Equity Portfolios☆24Updated last year
- R Finance packages not listed in the Empirical Finance Task View☆12Updated 3 weeks ago