Alternatives and similar repositories for PerformanceAnalytics:

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

• braverock / PortfolioAnalytics
  ☆93Updated last week
• eddelbuettel / rquantlib
  R interface to the QuantLib library
  ☆124Updated last week
• joshuaulrich / xts
  Extensible time series class that provides uniform handling of many R time series classes by extending zoo.
  ☆221Updated last month
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆119Updated 4 months ago
• braverock / quantstrat
  ☆294Updated last year
• joshuaulrich / TTR
  Technical analysis and other functions to construct technical trading rules with R
  ☆339Updated last year
• Rblp / Rblpapi
  R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
  ☆170Updated last month
• joshuaulrich / IBrokers
  R API to Interactive Brokers Trader Workstation
  ☆72Updated 7 months ago
• braverock / FactorAnalytics
  ☆72Updated 4 months ago
• business-science / riingo
  An R interface to the Tiingo stock price API
  ☆52Updated 4 years ago
• hgeorgako / rfortraders
  Quantitative Trading with R
  ☆196Updated 6 years ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆57Updated 5 months ago
• ahmedmohamedali / eikonapir
  ☆41Updated 3 years ago
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆109Updated 6 years ago
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆62Updated this week
• quandl / quandl-r
  This is Quandl's R Package
  ☆138Updated 2 years ago
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆95Updated this week
• business-science / tidyquant
  Bringing financial analysis to the tidyverse
  ☆879Updated last week
• DavZim / OptionValuation
  A shiny application to explore the basics of option evaluation
  ☆15Updated 7 years ago
• abresler / fundManageR
  An Investment Management toolkit for R. Because Excel is a threat to the global financial system.
  ☆185Updated last year
• rmcd1024 / derivmkts
  R package for option pricing
  ☆36Updated 2 years ago
• R-Finance / Meucci
  ☆45Updated 9 years ago
• andrewuhl / RollingWindow
  Fast rolling and expanding window statistics in [R] using single-pass algorithms
  ☆66Updated 8 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated last year
• ShichenXie / pedquant
  quant, financial data, economic data
  ☆59Updated last month
• joshuaulrich / quantmod
  Quantitative Financial Modelling Framework
  ☆843Updated 2 weeks ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 10 years ago
• sewardlee337 / finreportr
  R package - Financial Data from U.S. Securities and Exchange Commission
  ☆132Updated 3 years ago
• systematicinvestor / SIT
  Systematic Investor Toolkit
  ☆486Updated last year
• cran / rugarch
   This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: http://www.unstarched.net, ht…
  ☆28Updated 7 months ago