Alternatives and similar repositories for portfolioBacktest

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

• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆38Updated 6 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆119Updated 3 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 years ago
• jonathancornelissen / highfrequency
  The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…
  ☆160Updated last month
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆66Updated 3 weeks ago
• braverock / FactorAnalytics
  ☆83Updated last year
• JustinMShea / ExpectedReturns
  ☆55Updated 5 months ago
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆101Updated 3 weeks ago
• R-Finance / Meucci
  ☆47Updated 9 years ago
• dppalomar / sparseIndexTracking
  Design of Portfolio of Stocks to Track an Index
  ☆58Updated 2 years ago
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆52Updated 7 years ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆28Updated 7 months ago
• Robot-Wealth / rsims
  R package for financial simulation
  ☆59Updated last month
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆240Updated 2 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆66Updated 3 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆33Updated 3 weeks ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆27Updated 3 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆33Updated 2 years ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆49Updated 3 years ago
• klausspanderen / RHestonSLV
  ☆18Updated 4 years ago
• braverock / blotter
  blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…
  ☆118Updated last year
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆37Updated 9 years ago
• 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 last month
• MarcosCarreira / BrazilianDerivatives
  Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
  ☆17Updated last year
• braverock / PortfolioAnalytics
  ☆98Updated last week
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆15Updated 9 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆94Updated 5 years ago
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆111Updated 7 years ago
• LenkaV / CIF
  Composite Indicators Framework for Business Cycle Analysis
  ☆64Updated 3 years ago