shabbychef / SharpeRLinks
R package for inference on the Sharpe ratio.
☆20Updated last year
Alternatives and similar repositories for SharpeR
Users that are interested in SharpeR are comparing it to the libraries listed below
Sorting:
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- R package for high frequency time series data management☆64Updated 7 months ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- CRAN Task View: Empirical Finance☆58Updated 2 weeks ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- ☆96Updated 7 months ago
- MSGARCH R Package☆82Updated 3 years ago
- ☆19Updated 7 years ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Updated last year
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 7 years ago
- Analysis of the US stock market using Kohonen's SOM algorithm☆22Updated 6 years ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆37Updated last week
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated last year
- ☆45Updated 11 years ago
- ☆17Updated 3 years ago
- ☆20Updated 11 years ago
- all functions and scripts of the lazy trade educational project on udemy☆22Updated last year
- An R interface to the ITCH Protocol☆20Updated last year
- An R implementation of Interactive Brokers API☆44Updated 3 weeks ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆64Updated last week
- Full Bayesian Inference for Hidden Markov Models☆43Updated 6 years ago
- GAS models☆35Updated 4 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 7 years ago
- ☆47Updated 9 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 5 months ago
- An R Package for testing the Efficient Market Hypothesis☆28Updated 9 years ago
- Calculate Simple Candle Stick Pattern☆28Updated last year
- GARCH models estimated using autodiff.☆16Updated 7 months ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated last year