Alternatives and similar repositories for jquantstats

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

• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆38Updated 6 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 years ago
• rbeeli / dynamic_conditional_beta
  Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.
  ☆16Updated 6 years ago
• jgatheral / RationalRoughHeston
  ☆14Updated last year
• Reckziegel / epo
  Enhanced Portfolio Optimization (EPO)
  ☆17Updated last year
• GiulioRossetti94 / PyBondLab
  ☆34Updated 7 months ago
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆27Updated 3 years ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆37Updated 9 years ago
• klausspanderen / RHestonSLV
  ☆18Updated 4 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆119Updated 3 years 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 last month
• Reckziegel / FFP
  Fully Flexible Probabilities for Stress-Testing and Portfolio Construction
  ☆19Updated 3 years ago
• kvasilopoulos / exuber
  Econometric Analysis of Explosive Time Series
  ☆31Updated 4 months ago
• chenandrewy / flex-mining
  code for turning data sets into trading strategies
  ☆39Updated last month
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆24Updated 7 months ago
• jonathancornelissen / highfrequency
  The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…
  ☆160Updated last month
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆54Updated last year
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆66Updated 2 weeks ago
• PavanAnanthSharma / Breeden-Litzenberger-formula-for-risk-neutral-densities
  The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the impl…
  ☆22Updated 2 years ago
• LechGrzelak / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆15Updated 3 years ago
• Tommylee1013 / FinancialMachineLearning
  Financial Machine Learning Repository
  ☆11Updated last year
• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 5 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆20Updated last year
• JustinMShea / ExpectedReturns
  ☆55Updated 5 months ago
• cvxgrp / cov_pred_finance
  ☆70Updated 7 months ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆71Updated 3 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆15Updated 9 years ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆31Updated 3 years ago
• oledoit / covShrinkage
  A Package for Shrinkage Estimation of Covariance Matrices
  ☆16Updated last year
• mfrdixon / G-Learning-Wealth-Management
  ☆24Updated 4 years ago