Alternatives and similar repositories for NMOF

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

• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 years ago
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆63Updated this week
• braverock / PortfolioAnalytics
  ☆95Updated 6 months ago
• mfrdixon / gpusvcalibration
  Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
  ☆11Updated 11 years ago
• Beliavsky / R-Finance-Task-View-Supplement
  R Finance packages not listed in the Empirical Finance Task View
  ☆13Updated 2 weeks ago
• risktoollib / RTL
  R package for commodities and finance analytics. Sister python package details below.
  ☆31Updated last month
• keblu / MSGARCH
  MSGARCH R Package
  ☆82Updated 3 years ago
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆33Updated 2 years ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆58Updated 3 weeks ago
• LeopoldoCatania / GAS
  GAS models
  ☆35Updated 4 years ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• mmaechler / fracdiff
  R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models
  ☆21Updated last year
• alexiosg / rugarch
  Univariate GARCH models in R
  ☆29Updated 5 months ago
• braverock / FactorAnalytics
  ☆81Updated 11 months ago
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated 11 months ago
• DavZim / RITCH
  An R interface to the ITCH Protocol
  ☆20Updated last year
• nareal / frenchdata
  R package to download Prof. Kenneth French data sets
  ☆14Updated last year
• alexiosg / rmgarch
  Multivariate GARCH Models
  ☆16Updated 3 months ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆64Updated 6 months ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated 11 months ago
• wilsonfreitas / R-fixedincome
  Fixed income tools for R
  ☆62Updated 6 months ago
• emilsjoerup / HARModel
  An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)
  ☆19Updated 2 years ago
• ineswilms / bigtime
  Sparse estimation of large time series models
  ☆32Updated 2 years ago
• eddelbuettel / td
  R interface to 'twelvedata' API
  ☆18Updated 2 months ago
• andrewuhl / RollingWindow
  Fast rolling and expanding window statistics in [R] using single-pass algorithms
  ☆69Updated 9 years ago
• tsmodels / tsgarch
  GARCH models estimated using autodiff.
  ☆16Updated 6 months ago
• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆23Updated last year
• Waleem / MSM
  An R package for forecasting volatility, using the Markov Switching Multifractal model.
  ☆33Updated 8 years ago
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆102Updated this week