Alternatives and similar repositories for bubble

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

• algoquant / HighFreq
  R package for high frequency time series data management
  ☆63Updated 4 months ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆53Updated 4 years ago
• Bazman76 / ilmanen_expected_returns
  ☆17Updated 3 years ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆27Updated 3 months ago
• anhdanggit / volatility-garch-VaR
  Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
  ☆24Updated 7 years ago
• tngaspar / factor-risk-parity
  Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.
  ☆11Updated 3 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆36Updated 6 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆33Updated last year
• PortfolioEffect / PE-HFT-R
  R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
  ☆16Updated 9 years ago
• Reckziegel / epo
  Enhanced Portfolio Optimization (EPO)
  ☆14Updated last year
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆40Updated 11 months ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆116Updated 2 years ago
• anre005 / pinbasic
  R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)
  ☆14Updated 3 years ago
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆15Updated 2 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• rkohli3 / TSMOM
  Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
  ☆67Updated 4 months ago
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆23Updated 4 months ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated 9 months ago
• algoquant / presentations
  R presentation files (knitr, shiny, etc.)
  ☆12Updated 2 months ago
• gregyjames / CAPM
  Capital Asset Pricing Model implementation in python to analyze stock risk and return.
  ☆26Updated 3 years ago
• babbage9010 / quant_rv
  quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
  ☆24Updated last year
• LastAncientOne / SimpleStockAnalysisR
  Tutor step-by-step on how to analyze stock data using the R language.
  ☆19Updated last year
• Leeps-Lab / high_frequency_trading
  oTree app for financial market experiments with high frequency trading
  ☆28Updated 2 years ago
• rafa-rod / vartests
  Statistical tests for Value at Risk (VaR) Models.
  ☆14Updated 3 weeks ago
• anuragagrawaal / pyPortfolioAnalysis
  'Portfolio Analysis, methods for portfolio optimization'
  ☆24Updated 4 years ago
• bayesiancointegration / python
  Python code for Bayesian Conditional Cointegration
  ☆18Updated 8 years ago
• TommasoBelluzzo / HistoricalVolatility
  A framework for historical volatility estimation and analysis.
  ☆35Updated 5 years ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆48Updated 2 years ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆27Updated 9 years ago
• Quantoria / Risk_Budgeting
  Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation
  ☆22Updated 8 years ago