risktoollib / RTLLinks
R package for commodities and finance analytics. Sister python package details below.
☆31Updated 2 weeks ago
Alternatives and similar repositories for RTL
Users that are interested in RTL are comparing it to the libraries listed below
Sorting:
- 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
- R package AssetAllocation☆33Updated last year
- R Finance packages not listed in the Empirical Finance Task View☆13Updated 2 weeks ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated last week
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 9 months ago
- ☆95Updated 4 months ago
- This repository hosts the source code for the website tidy-finance.org☆101Updated last week
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆23Updated last year
- ☆76Updated 9 months ago
- Fixed income tools for R☆61Updated 4 months ago
- CRAN Task View: Empirical Finance☆57Updated 2 weeks ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- R package for high frequency time series data management☆63Updated 4 months ago
- The Tidymodels Extension for GARCH models☆34Updated 3 years ago
- Functions for the construction of risk-based portfolios☆53Updated 4 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
- MSGARCH R Package☆81Updated 2 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- GAS models☆35Updated 4 years ago
- A shiny application to explore the basics of option evaluation☆15Updated 8 years ago
- getSymbols() reboot☆17Updated 11 months ago
- Financial and Actuarial Mathematics for Life Contingencies☆65Updated 2 weeks ago
- A Shiny app to work with future contracts data☆23Updated 8 years ago
- Univariate GARCH models in R☆28Updated 3 months ago
- This is the data scraping & modeling code used for models shown in https://econforecasting.com.☆13Updated last year
- R package to download Prof. Kenneth French data sets☆14Updated last year
- An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)☆19Updated 2 years ago
- ☆45Updated 11 years ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆24Updated last year
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆23Updated 3 months ago