pcaspers / QuantucciaLinks
header only essentials of QuantLib
☆25Updated 8 years ago
Alternatives and similar repositories for Quantuccia
Users that are interested in Quantuccia are comparing it to the libraries listed below
Sorting:
- ☆17Updated 3 years ago
- MSGARCH R Package☆82Updated 3 years ago
- R package for inference on the Sharpe ratio.☆20Updated last year
- Easily source publicly available data on derivatives☆38Updated 4 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆66Updated 2 years ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Updated 9 years ago
- ☆17Updated 4 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- R package for high frequency time series data management☆65Updated 7 months ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated last year
- QuantLib ported to C++17 and with all Boost dependency removed☆76Updated 8 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆69Updated 9 years ago
- Order Book Implementation☆25Updated 13 years ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 7 years ago
- Ilya Kipnis's package for performance reporting☆23Updated 10 years ago
- Memory Efficient Quantile Approximator for High Speed Data Streams☆22Updated 9 years ago
- Fast Computation of Normal CDF☆20Updated 5 years ago
- An R Package for testing the Efficient Market Hypothesis☆28Updated 9 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- Probability of Backtest Overfitting☆49Updated 3 years ago
- IPython Notebooks from old blog posts☆28Updated 8 years ago
- Automated trading platform based on Machine Learning algorithm using q/kdb+.☆23Updated 10 years ago
- ☆97Updated 8 months ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆111Updated 6 years ago
- A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian O…☆38Updated last week
- ☆75Updated 9 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- R interface to the QuantLib library☆131Updated 3 months ago
- Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python☆92Updated 4 years ago