R package AssetAllocation
☆33Nov 30, 2023Updated 2 years ago
Alternatives and similar repositories for AssetAllocation
Users that are interested in AssetAllocation are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A terribly-simple data base for time series☆14Mar 25, 2026Updated last month
- GARCH models estimated using autodiff.☆19Mar 14, 2026Updated 2 months ago
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- R package for financial simulation☆60Mar 4, 2026Updated 2 months ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Economic indicators using Python and APIs☆16May 11, 2023Updated 3 years ago
- R package for accessing the FMP Cloud API☆12Feb 2, 2024Updated 2 years ago
- R Finance packages not listed in the Empirical Finance Task View☆13Mar 16, 2026Updated 2 months ago
- Implements different approaches to tactical and strategic asset allocation☆49Dec 23, 2024Updated last year
- Forecasting for mlr3☆22Aug 16, 2024Updated last year
- Realized Volatility Forecasting modeling☆20May 5, 2017Updated 9 years ago
- Daily kata from Quantitative Investment Portfolio Analytics In R☆17Aug 7, 2019Updated 6 years ago
- Econometric Analysis of Explosive Time Series☆32Sep 19, 2025Updated 8 months ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆23Mar 7, 2024Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Automated Backtesting of Portfolios over Multiple Datasets☆72Apr 26, 2022Updated 4 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 2 years ago
- An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter no…☆17Jul 2, 2021Updated 4 years ago
- 新一代API課程範例☆21Jul 15, 2025Updated 10 months ago
- The annual coding competition hosted by Optiver in collaboration with LSE☆21Jul 18, 2022Updated 3 years ago
- strand: A framework for investment strategy simulation☆24Jan 31, 2026Updated 3 months ago
- 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
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆46Aug 30, 2019Updated 6 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 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.
- R package for high frequency time series data management☆68Apr 10, 2026Updated last month
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆117Dec 14, 2024Updated last year
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆64Mar 27, 2026Updated last month
- An R package to transform time series into networks☆20Nov 10, 2024Updated last year
- 2017 金融投資與程式交易 (中山財管)☆13Jan 18, 2018Updated 8 years ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆24Jan 22, 2024Updated 2 years ago
- Digital Signal Trading (John Ehlers indicators)☆91Dec 3, 2018Updated 7 years ago
- Multivariate models for forecasting purposes☆12Nov 21, 2025Updated 5 months ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Jul 13, 2022Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- R code for quantitative analysis in finance☆34Feb 19, 2014Updated 12 years ago
- ☆101Apr 29, 2026Updated 3 weeks ago
- Simple Risk Premia Strategy☆38May 18, 2021Updated 5 years ago
- ExplaineR is an R package built for enhanced interpretation of classification and regression models based on SHAP method and interactive …☆21Aug 17, 2025Updated 9 months ago
- tldr; If you have a 2-4GB dataset and you need to estimate a (generalized) linear model with a large number of fixed effects, this packag…☆22May 13, 2026Updated last week
- Regression model building and forecasting in R☆31Updated this week
- Getting a better understanding of Black-Litterman and how Betterment manages my ETF portfolio.☆14Jul 29, 2015Updated 10 years ago