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
- ☆17Updated 4 years ago
- R package for inference on the Sharpe ratio.☆20Updated 11 months ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Updated 9 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆63Updated 2 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- R package for high frequency time series data management☆64Updated 6 months ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Ilya Kipnis's package for performance reporting☆23Updated 10 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆69Updated 9 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆76Updated 8 years ago
- Memory Efficient Quantile Approximator for High Speed Data Streams☆22Updated 9 years ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 7 years ago
- Probability of Backtest Overfitting☆48Updated 3 years ago
- An R interface to the ITCH Protocol☆20Updated last year
- Fast Computation of Normal CDF☆20Updated 5 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated 11 months ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 7 years ago
- ☆12Updated 9 months ago
- Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA☆35Updated 8 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
- CRAN Task View: Empirical Finance☆58Updated last month
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆111Updated 6 years ago
- An R Package for testing the Efficient Market Hypothesis☆28Updated 9 years ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆38Updated 3 weeks ago
- A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian O…☆37Updated last month
- ☆95Updated 6 months ago