Alternatives and similar repositories for Quantuccia:

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

• compatibl / QuantLibAdjoint
  QuantLib with adjoint algorithmic differentiation (AAD)
  ☆46Updated 8 years ago
• jmazar / obmodeling
  ☆17Updated 2 years ago
• klausspanderen / RHestonSLV
  ☆17Updated 3 years ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆15Updated last year
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆61Updated 3 months ago
• DavZim / RITCH
  An R interface to the ITCH Protocol
  ☆18Updated 5 months ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆48Updated 2 years ago
• shahrzl / qAutomatedTrading
  Automated trading platform based on Machine Learning algorithm using q/kdb+.
  ☆23Updated 9 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆19Updated 2 months ago
• andrewuhl / RollingWindow
  Fast rolling and expanding window statistics in [R] using single-pass algorithms
  ☆67Updated 8 years ago
• IlyaKipnis / IKReporting
  Ilya Kipnis's package for performance reporting
  ☆21Updated 9 years ago
• PortfolioEffect / PE-HFT-R
  R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
  ☆16Updated 9 years ago
• AvinashAcharya / factorAnalytics
  R package factorAnalytics developed during Google Summer of Code 2016
  ☆24Updated 6 years ago
• anttsou / qmj
  ☆9Updated this week
• yixuan / fastncdf
  Fast Computation of Normal CDF
  ☆20Updated 4 years ago
• Apress / options-derivatives-programming-in-cpp
  Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA
  ☆34Updated 7 years ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆56Updated 3 months ago
• StuartGordonReid / emh
  An R Package for testing the Efficient Market Hypothesis
  ☆28Updated 8 years ago
• Apress / data-mining-algorithms-cpp
  Source Code for Data Mining Algorithms in C++ by Timothy Masters
  ☆35Updated 7 years ago
• chuvpilo / OrderBook
  Order Book Implementation
  ☆25Updated 12 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆74Updated 7 years ago
• R-Finance / quantstrat
  ☆74Updated 8 years ago
• keblu / MSGARCH
  MSGARCH R Package
  ☆81Updated 2 years ago
• R-Finance / PortfolioAttribution
  ☆19Updated 10 years ago
• juanhenao21 / financial_response_spread_year
  Price response function and spread impact analysis in correlated financial markets
  ☆15Updated last month
• rossb34 / Ranking
  Functions for various methods to rank assets
  ☆17Updated 12 years ago
• tsmodels / tsgarch
  GARCH models estimated using autodiff.
  ☆13Updated 2 months ago