brianboonstra / ragtopLinks
Financial derivatives pricing and calibration using linked equity and credit models
☆18Updated 6 months ago
Alternatives and similar repositories for ragtop
Users that are interested in ragtop are comparing it to the libraries listed below
Sorting:
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 7 months ago
- Automated Backtesting of Portfolios over Multiple Datasets☆71Updated 3 years ago
- R package for high frequency time series data management☆66Updated 3 weeks ago
- R package AssetAllocation☆33Updated 2 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆26Updated last year
- R package for financial simulation☆59Updated last month
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated last year
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated last year
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Updated 7 months ago
- A shiny application to explore the basics of option evaluation☆15Updated 8 years ago
- ☆45Updated 11 years ago
- Functions for executing trading strategies via the API of Interactive Brokers☆15Updated 4 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 12 years ago
- ☆83Updated last year
- Thinkful data science program portfolio☆14Updated 5 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆111Updated 7 years ago
- Fixed income tools for R☆63Updated 9 months ago
- Design of Risk Parity Portfolios☆119Updated 3 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆64Updated this week
- R API to Interactive Brokers Trader Workstation☆74Updated last year
- ☆55Updated 5 months ago
- NYU Tandon lecture slides☆33Updated 3 weeks ago
- ☆18Updated 4 years ago
- An R implementation of Interactive Brokers API☆46Updated last month
- ☆47Updated 9 years ago
- Covariance Matrix Estimation via Factor Models☆38Updated 6 years ago
- ☆98Updated last week
- R Finance packages not listed in the Empirical Finance Task View☆13Updated last month
- Simple Risk Premia Strategy☆37Updated 4 years ago