Engle-Granger cointegration models in R
☆18Feb 27, 2023Updated 3 years ago
Alternatives and similar repositories for egcm
Users that are interested in egcm are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- R package for fitting the partially cointegrated model☆15Feb 26, 2023Updated 3 years ago
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆16Aug 18, 2021Updated 5 years ago
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 6 months ago
- ☆15Updated this week
- API Client for US Treasury Fiscal Data☆10Jan 28, 2024Updated 2 years ago
- 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.
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 years ago
- Multivariate models for forecasting purposes☆12Aug 14, 2026Updated 2 months ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- Enhanced Portfolio Optimization (EPO)☆18Aug 14, 2026Updated 2 months ago
- An R package for extreme quantile regression with random forests☆12Dec 2, 2024Updated last year
- Penalized Poisson Pseudo Maximum Likelihood☆14Feb 10, 2025Updated last year
- Python Code for Meucci Related Blog Posts☆16Jul 5, 2016Updated 10 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- Sorenson Impact Package☆13Nov 4, 2021Updated 4 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.
- R package for fitting dynamic panel models with maximum likelihood☆16Apr 6, 2026Updated 6 months ago
- Time series forecasting with Lasso-type shrinkage methods☆13Jun 23, 2026Updated 3 months ago
- Forecasting for mlr3☆22Aug 16, 2024Updated 2 years ago
- Taxonomy Project for the Web's 3.0 Agency and Attribution Layer.☆10Mar 24, 2024Updated 2 years ago
- MQTT Air quality (PM10, PM2.5) monitoring station☆11Nov 17, 2020Updated 5 years ago
- Testing for bubbles with R☆20Oct 19, 2019Updated 6 years ago
- Modelling extreme values☆15Sep 30, 2026Updated 2 weeks ago
- GARCH models estimated using autodiff.☆20Sep 21, 2026Updated 3 weeks ago
- Provides advanced options strategies analytics using IG Index REST API☆10Oct 16, 2020Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- An R package to draw highstock charts. This is for demonstration purpose of htmlwidgets at 46th Tokyo.R meeting.☆11Feb 27, 2015Updated 11 years ago
- R htmlwidget wrapper around the D3 scatterplot matrix☆10Feb 3, 2015Updated 11 years ago
- A Rust implementation of the CMA-ES optimization algorithm.☆40May 19, 2025Updated last year
- Broker plugin for using IG with Zorro trader☆11Apr 26, 2021Updated 5 years ago
- A library for Mozilla experiments analysis☆15Oct 1, 2026Updated last week
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more. (…☆66Oct 7, 2026Updated last week
- R package for financial simulation☆61Sep 29, 2026Updated 2 weeks ago
- Demo dashboard for Shiny, shows streaming CRAN log data☆12Nov 17, 2015Updated 10 years ago
- Makes 'SimFin' data (https://simfin.com/) easily accessible in R.☆21Aug 13, 2025Updated last year
- 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.
- ZkInterface WebAssembly☆13Jan 5, 2023Updated 3 years ago
- Reusable shiny modules☆12Jan 29, 2016Updated 10 years ago
- Microservice to take snapshots (images/PDF) of Redash visualizations and dashboards.☆17Oct 27, 2023Updated 2 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Oct 16, 2016Updated 9 years ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆24Jan 22, 2024Updated 2 years ago
- R package for interacting with the IMF RESTful JSON API☆48Apr 4, 2023Updated 3 years ago
- An ideal starting point of a C++ Zorro project with Visual Studio.☆14Oct 7, 2024Updated 2 years ago