Awesome Open Source
Search
Programming Languages
Languages
All Categories
Categories
About

The Top 12 R Backtesting Open Source Projects

Open source projects categorized as R Backtesting
Quantstrat ⭐ 258
most recent commit 7 months ago
Pmwr ⭐ 59
Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
most recent commit 3 months ago
Portfoliobacktest ⭐ 32
Automated Backtesting of Portfolios over Multiple Datasets
most recent commit 2 years ago
Modeltime.resample ⭐ 17
Resampling Tools for Time Series Forecasting with Modeltime
dependent packages 3total releases 4most recent commit 4 months ago
Pairtrader ⭐ 14
Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
most recent commit 8 years ago
Strategery ⭐ 10
Quant Strategy Specification, Backtesting, Optimization And Statistical Analysis Workflow
most recent commit 9 years ago
Esback ⭐ 9
Expected Shortfall Backtesting
most recent commit 8 months ago
Bettermentportfolio ⭐ 8
Getting a better understanding of Black-Litterman and how Betterment manages my ETF portfolio.
most recent commit 9 years ago
R In Finance ⭐ 8
This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), and other active portfolio management strategies. The course implements volatility and price forecasting models, asset pricing and factor models, and portfolio optimization. The course applies machine learning techniques, such as backtesting (cross-validation) and parameter regularization (shrinkage).
most recent commit 6 years ago
Bootstraprisk ⭐ 7
Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models (Master Dissertation)
most recent commit 7 years ago
Diy.r ⭐ 5
An open-research initiative for DIY investors using the R language.
most recent commit 5 years ago
Sp500 Scraper ⭐ 5
Constituent history of the S&P 500 from various data sources
most recent commit 3 months ago
Categories
Privacy | About | Terms | Follow Us On Twitter

Downloads, Dependent Repos, Dependent Packages, Total Releases, Latest Releases data powered by Libraries.io.

Copyright 2018-2024 Awesome Open Source.  All rights reserved.