yl2 / paLinks
Performance Attribution for Equity Portfolios
☆24Updated 2 years ago
Alternatives and similar repositories for pa
Users that are interested in pa are comparing it to the libraries listed below
Sorting:
- ☆83Updated last year
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- ☆45Updated 11 years ago
- Design of Risk Parity Portfolios☆119Updated 3 years ago
- R package for high frequency time series data management☆66Updated 2 weeks ago
- ☆18Updated 4 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated last year
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Updated 7 months ago
- Covariance Matrix Estimation via Factor Models☆38Updated 6 years ago
- ☆47Updated 9 years ago
- Python Code for Meucci Related Blog Posts☆15Updated 9 years ago
- Probability of Backtest Overfitting☆49Updated 3 years ago
- R package AssetAllocation☆33Updated 2 years ago
- Automated Backtesting of Portfolios over Multiple Datasets☆71Updated 3 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- 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
- R Finance packages not listed in the Empirical Finance Task View☆13Updated last month
- ☆55Updated 5 months ago
- Composite Indicators Framework for Business Cycle Analysis☆64Updated 3 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 12 years ago
- Easily source publicly available data on derivatives☆38Updated 4 years ago
- Option Volatility and Pricing Models.☆12Updated 11 months ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆64Updated this week
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 7 years ago
- ☆98Updated last week
- R package for financial simulation☆59Updated last month
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆26Updated last year
- ☆20Updated 11 years ago
- ☆16Updated 3 years ago
- ☆11Updated 5 years ago