Alternatives and similar repositories for AssetAllocation

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

• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆28Updated 6 months ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 years ago
• risktoollib / RTL
  R package for commodities and finance analytics. Sister python package details below.
  ☆31Updated 2 months ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆64Updated 7 months ago
• mfrdixon / gpusvcalibration
  Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
  ☆11Updated 11 years ago
• braverock / FactorAnalytics
  ☆82Updated last year
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated last year
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆24Updated 6 months ago
• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆24Updated last year
• algoquant / presentations
  R presentation files (knitr, shiny, etc.)
  ☆12Updated 5 months ago
• wilsonfreitas / R-fixedincome
  Fixed income tools for R
  ☆63Updated 8 months ago
• Beliavsky / R-Finance-Task-View-Supplement
  R Finance packages not listed in the Empirical Finance Task View
  ☆13Updated 2 weeks ago
• cran-task-views / Finance
  CRAN Task View: Empirical Finance
  ☆14Updated last week
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆109Updated last month
• babbage9010 / quant_rv
  quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
  ☆26Updated last year
• algoquant / IBrokers2
  Functions for executing trading strategies via the API of Interactive Brokers
  ☆14Updated 4 years ago
• braverock / PortfolioAnalytics
  ☆97Updated 8 months ago
• DavZim / OptionValuation
  A shiny application to explore the basics of option evaluation
  ☆15Updated 8 years ago
• wilsonfreitas / oplib
  Option Volatility and Pricing Models.
  ☆12Updated 10 months ago
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆40Updated 3 weeks ago
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆64Updated 3 weeks ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆37Updated 6 years ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• Robot-Wealth / rsims
  R package for financial simulation
  ☆59Updated last month
• gerardgimenezadsuar / tidyedgar
  Get Tidy Fundamental Financial Data from EGDAR
  ☆15Updated 2 months ago
• groditi / ustfd
  API Client for US Treasury Fiscal Data
  ☆9Updated last year
• emilsjoerup / HARModel
  An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)
  ☆19Updated 3 years ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆58Updated last week
• AndersAsa / IMF_Macro_Forecasting_R
  R code for the IMF edX course on Macroeconomic Forecasting
  ☆17Updated 9 years ago
• kvasilopoulos / exuber
  Econometric Analysis of Explosive Time Series
  ☆31Updated 3 months ago