Automated Backtesting of Portfolios over Multiple Datasets
☆76May 18, 2026Updated 4 months ago
Alternatives and similar repositories for portfolioBacktest
Users that are interested in portfolioBacktest are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Covariance Matrix Estimation via Factor Models☆39Mar 25, 2019Updated 7 years ago
- Design of Risk Parity Portfolios☆122Nov 15, 2022Updated 3 years ago
- Supporting data package for the Portfolio Optimization Book☆26Feb 17, 2025Updated last year
- Functions for the construction of risk-based portfolios☆54Aug 21, 2026Updated last month
- Mean and Covariance Matrix Estimation under Heavy Tails☆22May 24, 2023Updated 3 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Design of Portfolio of Stocks to Track an Index☆59May 28, 2023Updated 3 years ago
- ☆106Sep 19, 2026Updated 3 weeks ago
- Forecasting for mlr3☆22Aug 16, 2024Updated 2 years ago
- ☆20Jun 14, 2014Updated 12 years ago
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- Fast and scalable construction of risk parity portfolios☆325Aug 31, 2026Updated last month
- Econometric Analysis of Explosive Time Series☆32Updated this week
- Code and examples for the project on risk-constrained Kelly gambling☆29Oct 2, 2020Updated 6 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Feb 8, 2016Updated 10 years ago
- R presentation files (knitr, shiny, etc.)☆12Jun 29, 2026Updated 3 months ago
- Financial Engineering in R☆16Jun 22, 2026Updated 3 months ago
- Financial Machine Learning Repository☆12Apr 25, 2024Updated 2 years ago
- ☆32Sep 12, 2025Updated last year
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more. (…☆66Updated this week
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 6 months ago
- Portfolio Construction using Stratified Models☆13Mar 25, 2021Updated 5 years ago
- ☆45Jun 14, 2014Updated 12 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆240Apr 13, 2026Updated 5 months ago
- An R implementation of Interactive Brokers API☆46Aug 25, 2026Updated last month
- Automatically exported from code.google.com/p/quantandfinancial☆14Feb 27, 2016Updated 10 years ago
- R package for high frequency time series data management☆70Jun 29, 2026Updated 3 months ago
- strand: A framework for investment strategy simulation☆24Jan 31, 2026Updated 8 months ago
- ☆17Dec 14, 2017Updated 8 years ago
- Imputation of Financial Time Series with Missing Values and/or Outliers☆27Sep 27, 2021Updated 5 years ago
- ☆13Jun 14, 2014Updated 12 years ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆39Aug 20, 2026Updated last month
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Tool to support backtests☆53Updated this week
- Modeling of intraday volatility and volume in financial markets☆22May 29, 2023Updated 3 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Nov 3, 2023Updated 2 years ago
- Shiny Dashboards Workshop for R-Ladies Philly☆15Jan 13, 2021Updated 5 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- A framework for estimating Basel IV capital requirements.☆25Jul 23, 2019Updated 7 years ago
- MSGARCH R Package☆85Aug 20, 2026Updated last month