returnandrisk / r-code
Mostly R code files for my posts on www.returnandrisk.com.
☆22Updated 5 years ago
Alternatives and similar repositories for r-code:
Users that are interested in r-code are comparing it to the libraries listed below
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- A shiny application to explore the basics of option evaluation☆15Updated 7 years ago
- Materials from the course Introduction to Computational Finance and Financial Econometrics https://www.coursera.org/course/compfinance☆19Updated 10 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆14Updated last month
- Fetch and plot financial stress index and components☆9Updated 10 years ago
- ☆81Updated this week
- ☆67Updated last month
- Code along the Data Shenanigans blog☆19Updated 8 years ago
- Fixed income tools for R☆54Updated last year
- ☆30Updated 5 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆17Updated 7 months ago
- Functions and a R5 class that allows data to be downloaded and uploaded to the LSEG Datastream database via the DSWS server☆20Updated 4 months ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- An R package for analysis of Aswath Damodaran's weighted average cost of capital (WACC) data☆11Updated 8 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆47Updated 2 months ago
- Measuring the Market Risk Premium☆18Updated 2 years ago
- R code for the IMF edX course on Macroeconomic Forecasting☆14Updated 8 years ago
- Functions for various methods to rank assets☆17Updated 11 years ago
- Estimation and forecasting of VAR model with the Lasso☆27Updated last year
- Repository for exploring ways to develop html presentation for the PortfolioAnalytics package☆20Updated 10 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…☆36Updated last week
- FredR: R Interface to Federal Reserve Economic Data API☆60Updated 7 years ago
- This repository hosts the source code for the website tidy-finance.org☆89Updated last week
- ☆45Updated 8 years ago
- ☆13Updated 10 years ago
- Covariance Matrix Estimation via Factor Models☆33Updated 5 years ago
- Examples for computing regression standard errors in Python with statsmodels☆14Updated 11 months ago
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)☆13Updated 2 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 6 years ago