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The Top 23 R Portfolio Open Source Projects

Open source projects categorized as R Portfolio
Hugo Blox Builder ⭐ 7,705
😍 EASILY BUILD THE WEBSITE YOU WANT - NO CODE, JUST MARKDOWN BLOCKS! 使用块轻松创建任何类型的网站 - 无需代码。 一个应用程序，没有依赖项，没有 JS
most recent commit a month ago
Stock_analysis_for_quant ⭐ 1,483
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
most recent commit 3 months ago
Tidyquant ⭐ 821
Bringing financial analysis to the tidyverse
dependent packages 14total releases 19most recent commit 3 months ago
Quantstrat ⭐ 258
most recent commit 7 months ago
Blotter ⭐ 103
blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.
most recent commit a year ago
Riskparityportfolio ⭐ 91
Design of Risk Parity Portfolios
most recent commit a year 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
Expectedreturns ⭐ 32
most recent commit 8 months ago
Portfoliobacktest ⭐ 32
Automated Backtesting of Portfolios over Multiple Datasets
most recent commit 2 years ago
Riskportfolios ⭐ 30
Functions for the construction of risk-based portfolios
dependent packages 4total releases 6most recent commit 3 years ago
Madness ⭐ 22
Multivariate Automatic Differentiation R package
dependent packages 3total releases 10most recent commit 3 years ago
Pa ⭐ 21
Performance Attribution for Equity Portfolios
most recent commit 8 months ago
Financial_risk_modeling_research ⭐ 21
Practical applications towards risk-centric portfolio management
most recent commit 8 years ago
Etrm ⭐ 21
etrm: Energy Trading and Risk Management in R
most recent commit a year ago
Algorithmictrading Cointegration ⭐ 19
Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market
most recent commit 8 years ago
Sharper ⭐ 17
R package for inference on the Sharpe ratio.
dependent packages 2total releases 13most recent commit 3 years ago
Momentum Strategy ⭐ 14
Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel
most recent commit 6 years ago
Pairtrader ⭐ 14
Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
most recent commit 8 years ago
Olpsr ⭐ 11
Functions and algorithms for On-line Portfolio Selection with R
most recent commit 7 years ago
Pe Hft R ⭐ 11
R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
most recent commit 8 years ago
Shiny Futures ⭐ 10
A Shiny app to work with future contracts data
most recent commit 7 years ago
Parse_13f ⭐ 9
Some tools for parsing Form 13F filings with the SEC
most recent commit 3 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
The 4 Most Depended On R Portfolio Open Source Projects
Tidyquant ⭐ 821
Bringing financial analysis to the tidyverse
dependent packages 14total releases 19latest release March 05, 2021most recent commit 3 months ago
Riskportfolios ⭐ 30
Functions for the construction of risk-based portfolios
dependent packages 4total releases 6latest release May 16, 2021most recent commit 3 years ago
Madness ⭐ 22
Multivariate Automatic Differentiation R package
dependent packages 3total releases 10latest release August 21, 2023most recent commit 3 years ago
Sharper ⭐ 17
R package for inference on the Sharpe ratio.
dependent packages 2total releases 13latest release August 18, 2021most recent commit 3 years ago
The 4 Latest Releases In R Portfolio Open Source Projects
Madness ⭐ 22
Multivariate Automatic Differentiation R package
dependent packages 3total releases 10latest release August 21, 2023most recent commit 3 years ago
Sharper ⭐ 17
R package for inference on the Sharpe ratio.
dependent packages 2total releases 13latest release August 18, 2021most recent commit 3 years ago
Riskportfolios ⭐ 30
Functions for the construction of risk-based portfolios
dependent packages 4total releases 6latest release May 16, 2021most recent commit 3 years ago
Tidyquant ⭐ 821
Bringing financial analysis to the tidyverse
dependent packages 14total releases 19latest release March 05, 2021most recent commit 3 months ago
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