Alternatives and similar repositories for qrm

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

• FRBNY-TimeSeriesAnalysis / Nowcasting
  Nowcasting
  ☆225Updated 6 years ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆235Updated 2 years ago
• djbolder / credit-risk-modelling
  Credit-Risk Modelling Libraries
  ☆129Updated 7 years ago
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆51Updated 7 years ago
• R-Finance / Meucci
  ☆46Updated 9 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆105Updated 6 years ago
• bashtage / mfe-toolbox
  ☆109Updated 3 years ago
• jonathancornelissen / highfrequency
  The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…
  ☆160Updated 2 years ago
• cheerzzh / R_for_Quantitative_Finance
  ☆49Updated 10 years ago
• QuantEcon / quantecon-notebooks-python
  A Repository of Notebooks for the Python Lecture Site
  ☆268Updated 4 years ago
• braverock / FactorAnalytics
  ☆81Updated 11 months ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆104Updated 2 years ago
• ChadFulton / tsa-notebooks
  Jupyter notebooks on time series econometrics topics.
  ☆296Updated 2 years ago
• bashtage / python-for-econometrics-statistics-data-analysis
  Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard
  ☆84Updated 4 years ago
• cran / rugarch
   This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: https://github.com/alexiosg/r…
  ☆29Updated 5 months ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆67Updated 3 years ago
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆102Updated this week
• braverock / PerformanceAnalytics
  ☆230Updated 3 months ago
• LenkaV / CIF
  Composite Indicators Framework for Business Cycle Analysis
  ☆63Updated 3 years ago
• QuantEcon / lecture-python.notebooks
  Notebooks for https://python.quantecon.org
  ☆238Updated last week
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆116Updated 3 years ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆132Updated 4 years ago
• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆342Updated 8 months ago
• braverock / quantstrat
  ☆301Updated 2 years ago
• sapphire921 / midas_pro
  Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)
  ☆67Updated 4 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• braverock / PortfolioAnalytics
  ☆95Updated 6 months ago
• weijie-chen / Bayesian-Statistics-Econometrics
  Bayesian Statistics-Econometrics
  ☆87Updated last year
• bashtage / python-introduction
  A set of notebooks the provide an introduction to Python.
  ☆105Updated 2 months ago
• s-broda / ComputationalFinance
  Code for the MSc Finance course "Computational Finance" at U Amsterdam
  ☆23Updated 7 years ago