braverock / PortfolioAnalyticsLinks
☆93Updated 2 months ago
Alternatives and similar repositories for PortfolioAnalytics
Users that are interested in PortfolioAnalytics are comparing it to the libraries listed below
Sorting:
- CRAN Task View: Empirical Finance☆57Updated last month
- ☆74Updated 7 months ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated last week
- ☆227Updated 7 months ago
- ☆45Updated 11 years ago
- Fixed income tools for R☆60Updated 2 months ago
- R interface to the QuantLib library☆128Updated 2 months ago
- This repository hosts the source code for the website tidy-finance.org☆99Updated last week
- ☆20Updated 7 years ago
- ☆45Updated 9 years ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 years ago
- Functions for the construction of risk-based portfolios☆52Updated 4 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- R API to Interactive Brokers Trader Workstation☆73Updated 10 months ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆170Updated 3 months ago
- R package AssetAllocation☆34Updated last year
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆119Updated 7 months ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- R package for option pricing☆36Updated 3 years ago
- ☆30Updated 6 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 7 months ago
- An R implementation of Interactive Brokers API☆43Updated 2 months ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- ☆41Updated 4 years ago
- R package for high frequency time series data management☆62Updated last month
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆37Updated 2 weeks ago
- An R interface to the Tiingo stock price API☆52Updated 4 years ago
- R package for inference on the Sharpe ratio.☆20Updated 6 months ago
- MSGARCH R Package☆80Updated 2 years ago
- quant, financial data, economic data☆62Updated last month