Alternatives and similar repositories for Finance

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

• rubetron / AssetAllocation
  R package AssetAllocation
  ☆33Updated last year
• sardormirzaev / -measuring-volatility-spillovers
  Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019
  ☆23Updated 5 years ago
• gerardgimenezadsuar / tidyedgar
  Get Tidy Fundamental Financial Data from EGDAR
  ☆15Updated last week
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆102Updated this week
• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆23Updated last year
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 4 years ago
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated 2 years ago
• cykbennie / fbi
  Factor-Based Imputation for Missing Data
  ☆59Updated 9 months ago
• onnokleen / mfGARCH
  An R package for using mixed-frequency GARCH models
  ☆71Updated 2 years ago
• MikeWolf007 / covShrinkage
  A package for shrinkage estimation of covariance matrices
  ☆13Updated last year
• braverock / FactorAnalytics
  ☆81Updated 11 months ago
• PedroBSB / Caviar
  Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.
  ☆10Updated 7 years ago
• AndersAsa / IMF_Macro_Forecasting_R
  R code for the IMF edX course on Macroeconomic Forecasting
  ☆17Updated 9 years ago
• QuantLet / GrangerCausalityTestInQuantile
  ☆11Updated 9 months ago
• emilsjoerup / HARModel
  An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)
  ☆19Updated 2 years ago
• lcallot / lassovar
  Estimation and forecasting of VAR model with the Lasso
  ☆32Updated 6 months ago
• braverock / PortfolioAnalytics
  ☆95Updated 6 months ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆20Updated last year
• rmcd1024 / derivmkts
  R package for option pricing
  ☆35Updated 3 years ago
• kvasilopoulos / exuber
  Econometric Analysis of Explosive Time Series
  ☆31Updated 2 months ago
• barunik / sam
  Code to compute Spillover Asymmetry Measure (SAM) introduced in Baruník, J., Kočenda, E. and Vácha, L., 2016. Asymmetric connectedness on…
  ☆14Updated 6 years ago
• Tinkat / CoVaR
  CoVaR estimation via quantile regression
  ☆27Updated 7 years ago
• mfrdixon / gpusvcalibration
  Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
  ☆11Updated 11 years ago
• Reckziegel / Large-TVP-VAR
  Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.
  ☆25Updated 7 years ago
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆63Updated last month
• risktoollib / RTL
  R package for commodities and finance analytics. Sister python package details below.
  ☆31Updated last month
• KevinKotze / tsm
  Time Series Modelling
  ☆24Updated 3 months ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last month
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated 11 months ago
• chenyang45 / BoostedHP
  packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"
  ☆12Updated 3 years ago