PerformanceAnalytics
Econometrics library
A package of econometric functions for analyzing financial performance and risk
211 stars
30 watching
105 forks
Language: R
last commit: 5 days ago
Linked from 1 awesome list
Related projects:
Repository | Description | Stars |
---|---|---|
braverock/portfolioanalytics | A PostScript-based software suite for analyzing and optimizing investment portfolios using various optimization techniques and robust covariance matrix estimators. | 80 |
braverock/quantstrat | A package that provides an infrastructure to model and backtest signal-based quantitative strategies using R | 289 |
epickrram/grav | Tools for visualizing and analyzing application performance | 293 |
braverock/blotter | A package providing infrastructure for building trading systems and simulations by defining transactions, portfolios, and accounts across multiple assets and currencies. | 114 |
braveg1rl/performance-now | A simple testing repository for exploring and demonstrating software development concepts | 0 |
greyblake/ta-rs | A Rust library providing technical analysis indicators for financial data | 706 |
benjaminmgross/visualize-wealth | A Python library for constructing, analyzing, and evaluating portfolios and their benchmarks. | 140 |
heerozh/spectre | A high-performance, GPU-accelerated library for building quantitative trading strategies using factor analysis and backtesting | 655 |
nnamdi-sys/finalytics | An Rust-based library for financial data analysis and portfolio optimization | 22 |
statisticianinstilettos/recmetrics | A library providing evaluation metrics and diagnostic tools for recommender systems. | 571 |
adeverse/ade4 | An R package for analyzing ecological data using exploratory and Euclidean methods | 38 |
bpsmith/tia | A toolkit providing data access and analysis tools for financial markets | 409 |
stefan-jansen/empyrical-reloaded | A Python package providing common financial risk and performance metrics used in portfolio optimization | 55 |
revolutionanalytics/rhadoop | A collection of reusable components and libraries for big data processing and analysis | 763 |
stefan-jansen/pyfolio-reloaded | Provides comprehensive performance and risk analysis tools for financial portfolios using Python and the Zipline backtesting library. | 392 |