Alternatives and similar repositories for Quantuccia

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

• jmazar / obmodeling
  ☆17Updated 3 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆19Updated 4 months ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• IlyaKipnis / IKReporting
  Ilya Kipnis's package for performance reporting
  ☆22Updated 10 years ago
• klausspanderen / RHestonSLV
  ☆17Updated 3 years ago
• DavZim / RITCH
  An R interface to the ITCH Protocol
  ☆18Updated 8 months ago
• mfrdixon / gpusvcalibration
  Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
  ☆11Updated 11 years ago
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆15Updated 2 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated last month
• andrewuhl / RollingWindow
  Fast rolling and expanding window statistics in [R] using single-pass algorithms
  ☆66Updated 8 years ago
• compatibl / QuantLibAdjoint
  QuantLib with adjoint algorithmic differentiation (AAD)
  ☆49Updated 9 years ago
• StuartGordonReid / emh
  An R Package for testing the Efficient Market Hypothesis
  ☆28Updated 8 years ago
• keblu / MSGARCH
  MSGARCH R Package
  ☆80Updated 2 years ago
• tsmodels / tsgarch
  GARCH models estimated using autodiff.
  ☆14Updated this week
• PortfolioEffect / PE-HFT-R
  R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
  ☆16Updated 9 years ago
• IlyaKipnis / DSTrading
  Digital Signal Trading (John Ehlers indicators)
  ☆92Updated 6 years ago
• fstpackage / fstlib
  A C++ library for lightning fast multi-threaded serialization of tabular data. Home to the `fst` file format.
  ☆38Updated 3 months ago
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 6 years ago
• yixuan / fastncdf
  Fast Computation of Normal CDF
  ☆20Updated 4 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆52Updated 4 years ago
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆75Updated 7 years ago
• Yuanchu / creditr
  creditr package
  ☆10Updated 9 years ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆57Updated last week
• anttsou / qmj
  ☆11Updated 2 months ago
• daleroberts / heston
  Implementations of the Heston stochastic volatility model
  ☆25Updated 10 years ago
• brianboonstra / ragtop
  Financial derivatives pricing and calibration using linked equity and credit models
  ☆12Updated 5 years ago
• parsiad / QuantPDE
  A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
  ☆59Updated 2 years ago
• braverock / FinancialInstrument
  ☆20Updated 7 years ago
• R-Finance / quantmod
  ☆8Updated 10 years ago
• Apress / options-derivatives-programming-in-cpp
  Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA
  ☆35Updated 8 years ago