Alternatives and similar repositories for partialCI:

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

• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 8 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆61Updated 4 months ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆48Updated 2 years ago
• klausspanderen / RHestonSLV
  ☆17Updated 3 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆33Updated 5 years ago
• PortfolioEffect / PE-HFT-R
  R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
  ☆16Updated 9 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆19Updated 2 months ago
• R-Finance / PortfolioAnalytics
  ☆46Updated 10 years ago
• jmazar / obmodeling
  ☆17Updated 2 years ago
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 6 years ago
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated 3 months ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆18Updated 9 years ago
• justinlent / PairTradeR
  Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
  ☆26Updated 8 years ago
• R-Finance / Meucci
  ☆45Updated 8 years ago
• anttsou / qmj
  ☆10Updated 3 weeks ago
• leeong05 / orca
  a new simulator for statistical arbitrage
  ☆15Updated 9 years ago
• yl2 / pa
  Performance Attribution for Equity Portfolios
  ☆24Updated last year
• matthewclegg / egcm
  Engle-Granger cointegration models in R
  ☆17Updated 2 years ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• StuartGordonReid / emh
  An R Package for testing the Efficient Market Hypothesis
  ☆28Updated 8 years ago
• costantinontario / Optimal-Rebalancing-Strategy-using-Dynamic-Programming
  Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios
  ☆22Updated 10 years ago
• Bazman76 / ilmanen_expected_returns
  ☆14Updated 2 years ago
• IlyaKipnis / DSTrading
  Digital Signal Trading (John Ehlers indicators)
  ☆91Updated 6 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆31Updated 4 months ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆56Updated 4 months ago
• anre005 / pinbasic
  R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)
  ☆13Updated 2 years ago
• shahrzl / qAutomatedTrading
  Automated trading platform based on Machine Learning algorithm using q/kdb+.
  ☆23Updated 9 years ago
• algoquant / presentations
  R presentation files (knitr, shiny, etc.)
  ☆12Updated 4 months ago