R package for option pricing
☆36Feb 12, 2026Updated 2 months ago
Alternatives and similar repositories for derivmkts
Users that are interested in derivmkts are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Feb 3, 2014Updated 12 years ago
- Analysis of the US stock market using Kohonen's SOM algorithm☆22Aug 17, 2019Updated 6 years ago
- A short guide on how to access Denmark's Statistics API with python, together with a helper class that facilitates the collection of data…☆25Apr 15, 2023Updated 2 years ago
- R package for unleashing the power of NVIDIA GPU's☆16Jun 4, 2016Updated 9 years ago
- Stock prediction using xgboost and knn classification done in R☆28Oct 1, 2018Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Maths-based (quantitative) asset allocation (stocks and bonds)☆15Mar 17, 2026Updated 3 weeks ago
- Trading strategy based on the Maximum Pain Theory☆10Aug 27, 2016Updated 9 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 years ago
- FredR: R Interface to Federal Reserve Economic Data API☆60Aug 27, 2017Updated 8 years ago
- ☆18Sep 30, 2021Updated 4 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆160Dec 15, 2025Updated 3 months ago
- Tries to predict if a stock will rise or fall with a certain percentage through giving probabilities of what events it thinks will happen…☆25Oct 27, 2017Updated 8 years ago
- High Precision Ephemeris☆11Mar 29, 2025Updated last year
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 2 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Rotate logfiles (and other files) from R☆12Oct 17, 2022Updated 3 years ago
- ☆13Mar 17, 2021Updated 5 years ago
- Shiny proxy server Docker image which spins up dockerized Shiny apps in a Flexdashboard HTML wrapper☆13Apr 11, 2020Updated 6 years ago
- Ethnicolr implementation with new models in pytorch☆18Mar 12, 2026Updated last month
- Provides an RStudio addin command to render the current Rmarkdown document in the console☆10Oct 1, 2025Updated 6 months ago
- ☆10Jan 16, 2025Updated last year
- Julia code for an upper level undergraduate macroeconomics course.☆10May 18, 2022Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Implementations of the Heston stochastic volatility model☆24Apr 15, 2015Updated 10 years ago
- ☆10May 2, 2023Updated 2 years ago
- Datetime functionality from the C API for R☆12Jan 19, 2026Updated 2 months ago
- Status: Technical Preview☆15Feb 16, 2026Updated last month
- mirror of https://codeberg.org/snailboy/lyric-spot☆13Jan 22, 2025Updated last year
- An Investment Management toolkit for R. Because Excel is a threat to the global financial system.☆186Jan 24, 2026Updated 2 months ago
- Some templates for integrating Zotero, AI and Obsidian☆18Jul 29, 2024Updated last year
- Calculate greeks for options trading (Implied Volatility, Delta, Gamma, Vega, Rho, and Theta)☆28Mar 29, 2017Updated 9 years ago
- A mapping between Execucomp database and BoardEx database☆15Feb 28, 2023Updated 3 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Order Imbalance Trading Simulation R Code☆17Sep 9, 2019Updated 6 years ago
- R-shiny application for forecasting☆12Oct 7, 2019Updated 6 years ago
- R library to connect to Matba Rofex's Trading API. Functionality includes accessing account data and current holdings, retrieving investm…☆25May 9, 2023Updated 2 years ago
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- Estimating and Forecasting Macroeconomics Variable Using Time Varying Parameters (TVP) Factor Augmented Vector Autoregression (FAVAR)☆16May 4, 2025Updated 11 months ago
- 🎯 A Single Class CSS Framework - Classic Form Styling With Ease☆10May 13, 2020Updated 5 years ago
- To predict weekly games of the National Football League using game stats☆13Jun 13, 2020Updated 5 years ago