Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
☆66Mar 27, 2026Updated 3 months ago
Alternatives and similar repositories for PMwR
Users that are interested in PMwR are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆39Dec 24, 2025Updated 7 months ago
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 4 months ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Feb 8, 2016Updated 10 years ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- An R interface to the Tiingo stock price API☆52Sep 14, 2020Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- R package for accessing the FMP Cloud API☆12May 22, 2026Updated 2 months ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆24Jan 22, 2024Updated 2 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆116Dec 14, 2024Updated last year
- R package for fitting the partially cointegrated model☆15Feb 26, 2023Updated 3 years ago
- Engle-Granger cointegration models in R☆18Feb 27, 2023Updated 3 years ago
- R package for Markov regime-switching models☆12Jan 23, 2018Updated 8 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Mar 20, 2026Updated 4 months ago
- Time-series functionality based on nanotime and data.table☆15Apr 23, 2026Updated 3 months ago
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Getting a better understanding of Black-Litterman and how Betterment manages my ETF portfolio.☆14Jul 29, 2015Updated 10 years ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Apr 27, 2026Updated 2 months ago
- R package for high frequency time series data management☆69Jun 29, 2026Updated 3 weeks ago
- ☆20Jan 10, 2018Updated 8 years ago
- A collection of Rfast2 functions for data analysis. Note 1: The vast majority of the functions accept matrices only, not data.frames. N…☆43Mar 5, 2026Updated 4 months ago
- R wrapper for ENTSO-E Transparency Platform API — electricity prices, generation, load, cross-border flows☆25Apr 13, 2026Updated 3 months ago
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- R package to estimate time-varying coefficient regressions☆21Mar 11, 2026Updated 4 months ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Feb 3, 2014Updated 12 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- GARCH models estimated using autodiff.☆19May 23, 2026Updated 2 months ago
- An R implementation of Interactive Brokers API☆46Jul 15, 2026Updated last week
- Automated Backtesting of Portfolios over Multiple Datasets☆73May 18, 2026Updated 2 months ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Oct 16, 2016Updated 9 years ago
- Shortest Path Algorithm Visualization☆13Dec 14, 2020Updated 5 years ago
- Economics and Pricing in R☆63May 11, 2026Updated 2 months ago
- Empirical comparison of penalized linear regression in high-dimensional settings☆12Feb 12, 2020Updated 6 years ago
- Out of memory data manipulation☆14Aug 25, 2023Updated 2 years ago
- R package for fitting dynamic panel models with maximum likelihood☆16Apr 6, 2026Updated 3 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Regression model building and forecasting in R☆32Updated this week
- Projection Pursuit Forest Algorithm for Supervised Classification☆18Sep 4, 2025Updated 10 months ago
- Calculate Simple Candle Stick Pattern☆30Feb 13, 2024Updated 2 years ago
- CRAN Task View: Empirical Finance☆15Updated this week
- Tidy Financial Statement Data in R. Via the Yahoo Finance API.☆33Jul 12, 2023Updated 3 years ago
- Factor-Based Imputation for Missing Data☆66Jan 24, 2025Updated last year
- Functions for the construction of risk-based portfolios☆54May 16, 2021Updated 5 years ago