Alternatives and similar repositories for bubble

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

• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆52Updated 4 years ago
• Bazman76 / ilmanen_expected_returns
  ☆15Updated 3 years ago
• BessieChen / Algorithmic-Portfolio-Management-in-R-programming-language
  The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…
  ☆13Updated 6 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated last month
• BearsOnMars / Algorithmic_Trading
  This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…
  ☆9Updated 3 years ago
• anhdanggit / volatility-garch-VaR
  Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
  ☆21Updated 7 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆35Updated 6 years ago
• PortfolioEffect / PE-HFT-R
  R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
  ☆16Updated 9 years ago
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆15Updated 2 years ago
• white07S / Pricing-Models
  Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…
  ☆17Updated 2 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆34Updated last year
• Reckziegel / epo
  Enhanced Portfolio Optimization (EPO)
  ☆12Updated last year
• jo-cho / meta_labeling_simplified
  Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…
  ☆14Updated 3 years ago
• WQU-MScFE-Capstone-MGS / qc-tick-data-strategies
  Repo for the Tick Based Trend Following strategies written for the QuantConnect platform
  ☆20Updated 5 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• anre005 / pinbasic
  R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)
  ☆14Updated 3 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆114Updated 2 years ago
• tr8dr / r-tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆12Updated 5 years ago
• souljourner / FOMC-Statements-Minutes-Scraper
  A convenient class for scraping all the existing FOMC meeting statements
  ☆31Updated last year
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated 6 months ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆28Updated last week
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆36Updated 4 years ago
• rafa-rod / vartests
  Statistical tests for Value at Risk (VaR) Models.
  ☆14Updated last year
• PaiViji / PythonFinance--Portfolio-Rebalancing-using-Metaheuristics
  Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics
  ☆12Updated 4 years ago
• algoquant / presentations
  R presentation files (knitr, shiny, etc.)
  ☆12Updated 2 months ago
• JustinMShea / ExpectedReturns
  ☆49Updated this week
• larryleihua / fmlr
  Financial Machine Learning with R
  ☆15Updated 5 years ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆27Updated 8 years ago
• RasLillebo / HighFrequencyEconometrics-HAR-vs.-Neural-Networks
  Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…
  ☆18Updated 4 years ago
• Robot-Wealth / stat-arb-book
  ☆12Updated last year