portfolio

Portfolio builder

Provides classes for constructing and analyzing equity portfolios in R, incorporating risk modeling and financial analysis.

Classes for analysing and implementing equity portfolios in R.

GitHub

15 stars
5 watching
8 forks
Language: R
last commit: 5 months ago
Linked from 1 awesome list

financeportfolio-constructionrrisk-modelling

Backlinks from these awesome lists:

Related projects:

Repository Description Stars
benjaminmgross/visualize-wealth A Python library for constructing, analyzing, and evaluating portfolios and their benchmarks. 140
stefan-jansen/pyfolio-reloaded Provides comprehensive performance and risk analysis tools for financial portfolios using Python and the Zipline backtesting library. 393
dppalomar/riskparityportfolio A tool for designing and optimizing risk parity portfolios using optimization techniques 107
justinmshea/expectedreturns This project implements solutions to enhance portfolio diversification using R based on the book 'Expected Returns' by Antti Ilmanen 41
heerozh/spectre A high-performance, GPU-accelerated library for building quantitative trading strategies using factor analysis and backtesting 655
nanra/nanra A platform showcasing a blockchain architect's and engineer's work and expertise in permissioned blockchain development 16
imanuelcostigan/fmbasics Provides basic financial market objects and methods to model key financial concepts in R. 12
google-deepmind/rlax A Python library providing reinforcement learning building blocks for implementing agent policies and functions 1,272
jjakimoto/dqn Reinforcement learning-based algorithm for optimizing stock trading and portfolio management 182
eddelbuettel/rquantlib Provides R interface to QuantLib library for quantitative finance analysis 121
yannickkae/statistical-learning-based-portfolio-optimization An R Shiny application implementing a portfolio optimization method 13
zachleigh/larafolio A portfolio management system for Laravel. 16
rstudio/gt Provides functions to construct publication-quality tables from R data 2,047
braverock/blotter A package providing infrastructure for building trading systems and simulations by defining transactions, portfolios, and accounts across multiple assets and currencies. 114
matlab-deep-learning/reinforcement_learning_financial_trading This project demonstrates a reinforcement learning approach to developing a financial trading model in MATLAB. 156