nathantheshark / financeLinks
Financial modeling in R
☆24Updated 5 years ago
Alternatives and similar repositories for finance
Users that are interested in finance are comparing it to the libraries listed below
Sorting:
- ☆49Updated 10 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Updated 10 years ago
- ☆20Updated 8 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Updated 11 years ago
- Fixed income tools for R☆62Updated 5 months ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 9 years ago
- Code repository of Learning Quantitative Finance with R by Packt☆47Updated 2 years ago
- Financial Engineering and Risk Management Course, 2013☆41Updated 9 years ago
- Practical applications towards risk-centric portfolio management☆46Updated 9 years ago
- ☆10Updated 7 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Source code and community enhancements for Automated Trading with R by Christopher Conlan, Springer/Apress Oct. 2016☆52Updated 8 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆110Updated 6 years ago
- Data Analysis Studies on Value Investing☆90Updated 4 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 9 years ago
- Finance 6470: Derivatives Markets☆10Updated 4 years ago
- Quantitative Trading with R☆200Updated 7 years ago
- Python Econometrics toolbox, requires NumPy☆28Updated 13 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 10 years ago
- ☆30Updated 4 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- MSGARCH R Package☆81Updated 2 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆41Updated last year
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆28Updated 5 years ago
- An Excel integration of OpenGamma Strata.☆13Updated 4 years ago
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆137Updated 6 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- This project tries to replicate hedge funds returns.☆25Updated 6 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆130Updated last week