risktoollib / RTLLinks
R package for commodities and finance analytics. Sister python package details below.
☆30Updated last week
Alternatives and similar repositories for RTL
Users that are interested in RTL are comparing it to the libraries listed below
Sorting:
- ☆94Updated 3 months ago
- R package AssetAllocation☆34Updated last year
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆37Updated 2 months ago
- R Finance packages not listed in the Empirical Finance Task View☆12Updated last month
- This repository hosts the source code for the website tidy-finance.org☆101Updated 2 weeks ago
- Functions for the construction of risk-based portfolios☆53Updated 4 years ago
- Easily source publicly available data on derivatives☆37Updated 3 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
- Fixed income tools for R☆61Updated 3 months ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated 3 weeks ago
- Classes for analysing and implementing equity portfolios in R.☆16Updated last year
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 8 months ago
- Univariate GARCH models in R☆28Updated 2 months ago
- The Tidymodels Extension for GARCH models☆34Updated 3 years ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆23Updated last year
- ☆76Updated 8 months ago
- CRAN Task View: Empirical Finance☆57Updated 2 months ago
- ☆45Updated 11 years ago
- R package to download Prof. Kenneth French data sets☆14Updated last year
- This is the data scraping & modeling code used for models shown in https://econforecasting.com.☆12Updated last year
- GARCH models estimated using autodiff.☆14Updated 3 months ago
- MSGARCH R Package☆80Updated 2 years ago
- GAS models☆34Updated 4 years ago
- A shiny application to explore the basics of option evaluation☆15Updated 7 years ago
- R package for high frequency time series data management☆64Updated 3 months ago
- An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)☆19Updated 2 years ago
- BLS API V2 interface☆15Updated last year
- getSymbols() reboot☆17Updated 10 months ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆23Updated 2 months ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆24Updated last year