Alternatives and similar repositories for PortfolioAnalytics:

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

• braverock / FactorAnalytics
  ☆71Updated 4 months ago
• braverock / PerformanceAnalytics
  ☆222Updated 4 months ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆56Updated 5 months ago
• R-Finance / Meucci
  ☆45Updated 8 years ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆118Updated 4 months ago
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 6 years ago
• joshuaulrich / IBrokers
  R API to Interactive Brokers Trader Workstation
  ☆70Updated 7 months ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 10 years ago
• wilsonfreitas / R-fixedincome
  Fixed income tools for R
  ☆59Updated last year
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated last year
• ahmedmohamedali / eikonapir
  ☆41Updated 3 years ago
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆108Updated 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
• eddelbuettel / rquantlib
  R interface to the QuantLib library
  ☆123Updated 3 weeks ago
• 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 6 months ago
• braverock / quantstrat
  ☆293Updated last year
• braverock / FinancialInstrument
  ☆19Updated 7 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• Rblp / Rblpapi
  R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
  ☆170Updated 2 weeks ago
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆94Updated this week
• R-Finance / PerformanceAnalytics
  ☆30Updated 5 years ago
• LeopoldoCatania / GAS
  GAS models
  ☆34Updated 3 years ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated last week
• DavZim / OptionValuation
  A shiny application to explore the basics of option evaluation
  ☆15Updated 7 years ago
• DavisVaughan / flyingfox
  An R Interface to the Quantopian Zipline Financial Backtester
  ☆25Updated 6 years ago
• emilsjoerup / HARModel
  An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)
  ☆18Updated 2 years ago
• andrewuhl / RollingWindow
  Fast rolling and expanding window statistics in [R] using single-pass algorithms
  ☆66Updated 8 years ago
• AlbertoAlmuinha / garchmodels
  The Tidymodels Extension for GARCH models
  ☆34Updated 2 years ago
• business-science / riingo
  An R interface to the Tiingo stock price API
  ☆52Updated 4 years ago