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12 search results found
Quantstrat
⭐
258
Pmwr
⭐
59
Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
Portfoliobacktest
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32
Automated Backtesting of Portfolios over Multiple Datasets
Modeltime.resample
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17
Resampling Tools for Time Series Forecasting with Modeltime
Pairtrader
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14
Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
Strategery
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10
Quant Strategy Specification, Backtesting, Optimization And Statistical Analysis Workflow
Esback
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9
Expected Shortfall Backtesting
Bettermentportfolio
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8
Getting a better understanding of Black-Litterman and how Betterment manages my ETF portfolio.
R In Finance
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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).
Bootstraprisk
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7
Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models (Master Dissertation)
Diy.r
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5
An open-research initiative for DIY investors using the R language.
Sp500 Scraper
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5
Constituent history of the S&P 500 from various data sources
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1-12 of 12 search results
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