FactorAnalytics

Portfolio analyzer

Provides tools and methods for analyzing and optimizing portfolio construction and risk management

GitHub

67 stars
14 watching
63 forks
Language: R
last commit: 5 days ago
Linked from 1 awesome list


Backlinks from these awesome lists:

Related projects:

Repository Description Stars
braverock/performanceanalytics A package of econometric functions for analyzing financial performance and risk 211
braverock/portfolioanalytics A PostScript-based software suite for analyzing and optimizing investment portfolios using various optimization techniques and robust covariance matrix estimators. 80
albertoalmuinha/garchmodels An R package providing a unified framework for modeling and analyzing financial time series data with GARCH models 34
nrel/resstock Develops detailed models of residential building characteristics and simulates energy performance 112
braverock/quantstrat A package that provides an infrastructure to model and backtest signal-based quantitative strategies using R 289
braverock/blotter A package providing infrastructure for building trading systems and simulations by defining transactions, portfolios, and accounts across multiple assets and currencies. 114
asafschers/scoruby A Ruby-based API for scoring Predictive Model Markup Language (PMML) files used in machine learning models 68
stefan-jansen/alphalens-reloaded A Python library for analyzing the performance of stock factors 330
riatelab/potential A package to compute potential models in spatial analysis 25
aaronjfisher/mcr A tool to measure how much individual models rely on common variables 8
kieranrcampbell/mfa Infer bifurcations in single-cell data using Bayesian methods and hierarchical mixture modelling 5
judyboon/bass An implementation of a Bayesian factor analysis model with structured sparsity priors for multivariate data 20
shichenxie/scorecard Provides tools and functions for developing traditional credit risk scorecard models in R. 161
model-r/modler An ecological niche modeling workflow tool 51
imanuelcostigan/fmbasics Provides basic financial market objects and methods to model key financial concepts in R. 12