dgerlanc / backtest
The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).
☆20Updated 3 years ago
Alternatives and similar repositories for backtest:
Users that are interested in backtest are comparing it to the libraries listed below
- Classes for analysing and implementing equity portfolios in R.☆16Updated 8 months ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆26Updated 8 years ago
- R package for inference on the Sharpe ratio.☆19Updated 4 months ago
- Retrieving historical financial stocks data from MorningStar☆28Updated 9 years ago
- Repository for exploring ways to develop html presentation for the PortfolioAnalytics package☆21Updated 10 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 4 months ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- Financial Machine Learning with R☆15Updated 5 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- ☆15Updated 2 years ago
- Probability of Backtest Overfitting☆48Updated 2 years ago
- Digital Signal Trading (John Ehlers indicators)☆92Updated 6 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 5 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- Covariance Matrix Estimation via Factor Models☆33Updated 6 years ago
- MT4 -> R interface library☆38Updated 11 years ago
- A python implementation of R's PerformanceAnalytics package☆22Updated 11 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- Automatically exported from code.google.com/p/quantandfinancial☆13Updated 9 years ago
- Performance Attribution for Equity Portfolios☆24Updated last year
- R package for high frequency time series data management☆62Updated 2 weeks ago
- ☆49Updated 9 years ago
- ☆24Updated 8 years ago
- Code repository of Learning Quantitative Finance with R by Packt☆45Updated 2 years ago
- Functions for various methods to rank assets☆17Updated 12 years ago
- CRAN Task View: Empirical Finance☆57Updated 5 months ago
- A framework for detecting misreported returns in hedge funds.☆16Updated 5 years ago
- R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)☆13Updated 2 years ago