Performance Attribution for Equity Portfolios
☆24Aug 21, 2023Updated 2 years ago
Alternatives and similar repositories for pa
Users that are interested in pa are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 'Portfolio Analysis, methods for portfolio optimization'☆24Jan 26, 2021Updated 5 years ago
- Classes for analysing and implementing equity portfolios in R.☆17Aug 19, 2024Updated last year
- Standardised Bloomberg Fixed Income Processing☆21Apr 1, 2020Updated 6 years ago
- Covariance Matrix Estimation via Factor Models☆39Mar 25, 2019Updated 7 years ago
- Docker image for Microsoft R Open☆18Sep 16, 2021Updated 4 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.
- Gitstats application for OpenCPU☆12May 13, 2024Updated 2 years ago
- Research and Backtests I have been working on...enjoy☆72Mar 8, 2021Updated 5 years ago
- Tutorials for the InvestOps Python package☆14Mar 19, 2022Updated 4 years ago
- ☆12Aug 24, 2021Updated 4 years ago
- Script that downloads intraday (past 5 days), daily (past 5 years) and active calls/puts of publicly traded companies.☆11Sep 18, 2019Updated 6 years ago
- Demo of how Fortran code could be included in an R package☆13Jul 4, 2020Updated 6 years ago
- Jupyter notebooks of "Financial Numerical Recipes in C++" written in Python☆17Sep 2, 2016Updated 9 years ago
- Fast basic data structures for R☆11Apr 6, 2015Updated 11 years ago
- source code for ODATE textbook☆10Jul 11, 2020Updated 6 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Attribution and optimisation using a multi-factor equity risk model.☆36Jan 30, 2024Updated 2 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆16Mar 21, 2021Updated 5 years ago
- colored table output in R terminal☆17Sep 27, 2022Updated 3 years ago
- Implement the rquery piped query algebra in R using data.table. Distributed under choice of GPL-2 or GPL-3 license.☆38Aug 20, 2023Updated 2 years ago
- Financial Machine Learning with R☆15Jan 26, 2020Updated 6 years ago
- R interface to rlite https://github.com/seppo0010/rlite☆17Apr 29, 2025Updated last year
- R package for solving cone constrained convex optimization problems.☆18Sep 27, 2025Updated 9 months ago
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12May 18, 2020Updated 6 years ago
- Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"☆19Nov 15, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A Python library for generating analytic tests for credit portfolio loss distributions☆34Dec 17, 2024Updated last year
- Fixed income related calculations in Python☆21Apr 24, 2021Updated 5 years ago
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆12Oct 30, 2023Updated 2 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆17Jul 28, 2019Updated 6 years ago
- ☆20Mar 23, 2020Updated 6 years ago
- Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.☆11Sep 18, 2022Updated 3 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆47Aug 30, 2019Updated 6 years ago
- Quadratic Programming++ for R☆18Aug 18, 2024Updated last year
- Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy☆24Jun 8, 2015Updated 11 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- interactive brokers TWS API in Scala☆11Sep 14, 2021Updated 4 years ago
- DataBright: Towards a Global Exchange for Decentralized Data Ownership and Trusted Computation☆13Jun 28, 2018Updated 8 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- ☆15Dec 10, 2021Updated 4 years ago
- The Finance Dashboard sample demonstrates the data chart, combo, dialog, and zoom bar controls for the Financial Services industry. The d…☆20Oct 8, 2025Updated 9 months ago
- A Django Admin add-on which adds functionality to export data in customized forms of output.☆11Jun 10, 2021Updated 5 years ago
- Development of an open source and cross-platform poker tracker with HUD.☆14Mar 5, 2022Updated 4 years ago