Ecosyste.ms: Repos

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Package Usage: cran: PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
2 versions
Latest release: about 6 years ago
2 dependent packages
1,783 downloads last month

View more package details: https://packages.ecosyste.ms/registries/cran.r-project.org/packages/PortfolioAnalytics

View more repository details: https://repos.ecosyste.ms/hosts/GitHub/repositories/braverock%2FPortfolioAnalytics

Dependent Repos 28

braverock/quantstrat
  • * DESCRIPTION

Size: 14.4 MB - Last synced: 24 days ago - Pushed: 8 months ago

braverock/PerformanceAnalytics
  • * sandbox/pulkit/DESCRIPTION

Size: 50.9 MB - Last synced: 12 days ago - Pushed: 3 months ago

robustport/PCRA
Portfolio Construction and Risk Analysis
  • * DESCRIPTION

Size: 258 MB - Last synced: 7 months ago - Pushed: 7 months ago

rossb34/GARPFRM
  • >= 0.9.0 DESCRIPTION

Size: 5.46 MB - Last synced: about 1 year ago - Pushed: over 9 years ago

ecjbosu/fSEAL
fSEAL codebase
  • * PerformanceAnalytics/sandbox/pulkit/DESCRIPTION

Size: 5.64 MB - Last synced: 10 months ago - Pushed: over 7 years ago

jasonjfoster/rolloptim
Analytical computation of rolling optimization for time-series data.
  • * DESCRIPTION

Size: 547 KB - Last synced: 5 days ago - Pushed: 5 days ago

R-Finance/MPO
  • * DESCRIPTION

Size: 602 KB - Last synced: 2 months ago - Pushed: almost 10 years ago

redmode/quantstrat
  • * DESCRIPTION

Size: 922 KB - Last synced: about 1 year ago - Pushed: almost 10 years ago

kylebalkissoon/RFinanceDemos
Demo code for quantstrat, quantmod, TTR and other R/Finance tools
  • * blotter/pkg/quantstrat/DESCRIPTION
  • * blotter/tags/blotter-0.3.1-2010-01-11/DESCRIPTION

Size: 6.67 MB - Last synced: 10 months ago - Pushed: almost 11 years ago

r-forge/uwgarp
Read-only mirror of "uwgarp" from r-forge SVN.
  • >= 0.9.0 pkg/GARPFRM/DESCRIPTION

Size: 12.2 MB - Last synced: 10 months ago - Pushed: over 2 years ago

r-forge/returnanalytics
Read-only mirror of "returnanalytics" from r-forge SVN.
  • * pkg/MPO/DESCRIPTION
  • * pkg/PerformanceAnalytics/sandbox/pulkit/DESCRIPTION
  • * pkg/PerformanceAnalytics-v1/sandbox/pulkit/DESCRIPTION

Size: 166 MB - Last synced: 10 months ago - Pushed: over 2 years ago

marascio/quantstrat
quantstrat travis POC
  • * DESCRIPTION

Size: 8.13 MB - Last synced: about 1 year ago - Pushed: about 9 years ago

kylebalkissoon/returnanalytics-2015-02-05
  • * pkg/MPO/DESCRIPTION
  • * pkg/PerformanceAnalytics/sandbox/pulkit/DESCRIPTION

Size: 163 MB - Last synced: 10 months ago - Pushed: over 9 years ago

fandres70/quantstrat
Read-only mirror of svn repository for the quantstrat, blotter and FinancialInstrument packages
  • * pkg/quantstrat/DESCRIPTION
  • * tags/blotter-0.3.1-2010-01-11/DESCRIPTION

Size: 11.6 MB - Last synced: 9 months ago - Pushed: about 10 years ago

milktrader/A-Mustering-of-Storks
a collection of trading strategies coded in quantstrat
  • * DESCRIPTION

Size: 1000 KB - Last synced: about 1 year ago - Pushed: about 10 years ago

r-forge/blotter
Read-only mirror of "blotter" from r-forge SVN.
  • * pkg/quantstrat/DESCRIPTION
  • * tags/blotter-0.3.1-2010-01-11/DESCRIPTION

Size: 41.5 MB - Last synced: 10 months ago - Pushed: over 2 years ago

PsaksuMeRap/quantstrat Fork of fandres70/quantstrat
Read-only mirror of svn repository for the quantstrat, blotter and FinancialInstrument packages
  • * tags/blotter-0.3.1-2010-01-11/DESCRIPTION
  • * pkg/quantstrat/DESCRIPTION

Size: 11.6 MB - Last synced: about 1 year ago - Pushed: about 10 years ago

r-forge/mpo
Read-only mirror of "mpo" from r-forge SVN.
  • * pkg/DESCRIPTION

Size: 2.22 MB - Last synced: 10 months ago - Pushed: over 2 years ago

jacktang/blotter
Transaction-oriented infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and strategy simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Still in heavy development. (github mirror)
  • * quantstrat/DESCRIPTION

Size: 4.16 MB - Last synced: about 1 year ago - Pushed: about 11 years ago

finarbml/quantstrat
  • * DESCRIPTION

Size: 14.9 MB - Last synced: over 1 year ago

dshen1/quantstrat Fork of R-Finance/quantstrat
  • * DESCRIPTION

Size: 8.27 MB - Last synced: 10 months ago - Pushed: about 9 years ago

cran/covmat
:exclamation: This is a read-only mirror of the CRAN R package repository. covmat — Covariance Matrix Estimation
  • * DESCRIPTION

Size: 1.75 MB - Last synced: 9 months ago - Pushed: over 8 years ago

onlymee/returnanalytics
  • * pkg/MPO/DESCRIPTION
  • * pkg/PerformanceAnalytics/sandbox/pulkit/DESCRIPTION

Size: 161 MB - Last synced: 9 months ago - Pushed: about 9 years ago

EmbraceLife/quantstrat Fork of R-Finance/quantstrat
  • * DESCRIPTION

Size: 8.27 MB - Last synced: about 1 year ago - Pushed: about 9 years ago

bigdatalib/GARPFRM Fork of rossb34/GARPFRM
  • >= 0.9.0 DESCRIPTION

Size: 5.46 MB - Last synced: 9 months ago - Pushed: over 9 years ago

kcenac/quantstrat Fork of R-Finance/quantstrat
  • * DESCRIPTION

Size: 8.27 MB - Last synced: 10 months ago - Pushed: about 9 years ago

NikhilChaudhari11/A-Mustering-of-Storks Fork of chenyuthu/A-Mustering-of-Storks
a collection of trading strategies coded in quantstrat
  • * DESCRIPTION

Size: 1000 KB - Last synced: about 1 year ago - Pushed: about 10 years ago

JimMeister/RFinanceDemos Fork of kylebalkissoon/RFinanceDemos
Demo code for quantstrat, quantmod, TTR and other R/Finance tools
  • * blotter/pkg/quantstrat/DESCRIPTION
  • * blotter/tags/blotter-0.3.1-2010-01-11/DESCRIPTION

Size: 6.95 MB - Last synced: about 1 year ago - Pushed: over 10 years ago

Hillash/RFinanceDemos Fork of kylebalkissoon/RFinanceDemos
Demo code for quantstrat, quantmod, TTR and other R/Finance tools
  • * blotter/pkg/quantstrat/DESCRIPTION
  • * blotter/tags/blotter-0.3.1-2010-01-11/DESCRIPTION

Size: 6.95 MB - Last synced: about 1 year ago - Pushed: over 10 years ago

creatorvision/GARPFRM Fork of rossb34/GARPFRM
  • >= 0.9.0 DESCRIPTION

Size: 5.46 MB - Last synced: about 2 months ago - Pushed: over 9 years ago

dalamar66/A-Mustering-of-Storks Fork of milktrader/A-Mustering-of-Storks
a collection of trading strategies coded in quantstrat
  • * DESCRIPTION

Size: 1000 KB - Last synced: about 1 year ago - Pushed: about 10 years ago

AITikhonov/blotter
jhkgk
  • * pkg/quantstrat/DESCRIPTION
  • * tags/blotter-0.3.1-2010-01-11/DESCRIPTION

Size: 15.4 MB - Last synced: about 1 year ago - Pushed: over 8 years ago

agamat/GARPFRM Fork of rossb34/GARPFRM
  • >= 0.9.0 DESCRIPTION

Size: 5.46 MB - Last synced: about 1 year ago - Pushed: over 9 years ago

tpopenfoose/RFinanceDemos Fork of kylebalkissoon/RFinanceDemos
Demo code for quantstrat, quantmod, TTR and other R/Finance tools
  • * blotter/pkg/quantstrat/DESCRIPTION
  • * blotter/tags/blotter-0.3.1-2010-01-11/DESCRIPTION

Size: 6.95 MB - Last synced: about 1 year ago - Pushed: over 10 years ago

tpopenfoose/GARPFRM Fork of rossb34/GARPFRM
  • >= 0.9.0 DESCRIPTION

Size: 5.46 MB - Last synced: about 1 year ago - Pushed: over 9 years ago

tpopenfoose/A-Mustering-of-Storks Fork of milktrader/A-Mustering-of-Storks
a collection of trading strategies coded in quantstrat
  • * DESCRIPTION

Size: 1000 KB - Last synced: about 1 year ago - Pushed: about 10 years ago

apeirohedra/PerformanceAnalytics Fork of R-Finance/PerformanceAnalytics
  • * sandbox/pulkit/DESCRIPTION

Size: 47.9 MB - Last synced: about 1 year ago - Pushed: almost 10 years ago

NTLresearch/GARPFRM Fork of rossb34/GARPFRM
  • >= 0.9.0 DESCRIPTION

Size: 5.46 MB - Last synced: about 1 year ago - Pushed: over 9 years ago

you-n-g/returnanalytics
  • * pkg/MPO/DESCRIPTION
  • * pkg/PerformanceAnalytics/sandbox/pulkit/DESCRIPTION

Size: 162 MB - Last synced: about 1 year ago - Pushed: about 8 years ago

edlee123/PerformanceAnalytics Fork of R-Finance/PerformanceAnalytics
  • * sandbox/pulkit/DESCRIPTION

Size: 47.9 MB - Last synced: about 1 year ago - Pushed: almost 10 years ago

Otokpa/quantstrat Fork of R-Finance/quantstrat
  • * DESCRIPTION

Size: 8.27 MB - Last synced: about 1 year ago - Pushed: about 9 years ago

AITikhonov/blotter-1 Fork of r-forge/blotter
Read-only mirror of "blotter" from r-forge SVN.
  • * pkg/quantstrat/DESCRIPTION
  • * tags/blotter-0.3.1-2010-01-11/DESCRIPTION

Size: 17.3 MB - Last synced: about 1 year ago - Pushed: over 8 years ago

dengyishuo/RFinanceDemos Fork of kylebalkissoon/RFinanceDemos
Demo code for quantstrat, quantmod, TTR and other R/Finance tools
  • * blotter/pkg/quantstrat/DESCRIPTION
  • * blotter/tags/blotter-0.3.1-2010-01-11/DESCRIPTION

Size: 6.95 MB - Last synced: about 1 year ago - Pushed: over 10 years ago

quinfer/covmat-1 Fork of cran/covmat
:exclamation: This is a read-only mirror of the CRAN R package repository. covmat — Covariance Matrix Estimation
  • * DESCRIPTION

Size: 1.75 MB - Last synced: 9 months ago - Pushed: over 8 years ago

antonitsin/ruble
  • * DESCRIPTION

Size: 27.3 KB - Last synced: about 1 year ago - Pushed: over 7 years ago

ecjbosu/PerformanceAnalytics
Modified R package ReturnAnalytics/PerformanceAnalytics
  • * sandbox/pulkit/DESCRIPTION

Size: 6.82 MB - Last synced: 10 months ago - Pushed: about 4 years ago

kecoli/PCRM
  • * DESCRIPTION

Size: 46.3 MB - Last synced: 7 months ago - Pushed: about 2 years ago

kecoli/mpo
Companion to Modern Portfolio Optimization with R, 2nd Edition
  • * DESCRIPTION

Size: 1.6 MB - Last synced: about 1 year ago - Pushed: about 5 years ago

minhpascal/PerformanceAnalytics Fork of githubfun/PerformanceAnalytics
a fork of the official PerformanceAnalytics package
  • * sandbox/pulkit/DESCRIPTION

Size: 4.35 MB - Last synced: about 1 year ago - Pushed: over 8 years ago

cran/PCRA
:exclamation: This is a read-only mirror of the CRAN R package repository. PCRA — Companion to Portfolio Construction and Risk Analysis
  • * DESCRIPTION

Size: 4.21 MB - Last synced: 9 months ago - Pushed: 9 months ago

chenyuthu/A-Mustering-of-Storks Fork of milktrader/A-Mustering-of-Storks
a collection of trading strategies coded in quantstrat
  • * DESCRIPTION

Size: 1000 KB - Last synced: about 1 year ago - Pushed: about 10 years ago

caseytli6675/PCRA Fork of kecoli/PCRM
Portfolio Construction and Risk Analysis
  • * DESCRIPTION

Size: 46.3 MB - Last synced: 9 months ago - Pushed: over 2 years ago

caseytli6675/PCRA-1 Fork of robustport/PCRA
Portfolio Construction and Risk Analysis
  • * DESCRIPTION

Size: 74.6 MB - Last synced: 9 months ago - Pushed: almost 2 years ago

erichung0404/PerformanceAnalytics Fork of braverock/PerformanceAnalytics
  • * sandbox/pulkit/DESCRIPTION

Size: 49.1 MB - Last synced: about 1 month ago - Pushed: almost 8 years ago

erichung0404/quantstrat Fork of braverock/quantstrat
  • * DESCRIPTION

Size: 13.3 MB - Last synced: about 1 month ago - Pushed: almost 8 years ago

lcota/quantstrat Fork of braverock/quantstrat
  • * DESCRIPTION

Size: 13.6 MB - Last synced: 9 months ago - Pushed: almost 6 years ago

arorar/covmat
Package Development for GSOC 2015
  • * DESCRIPTION

Size: 6.4 MB - Last synced: 7 months ago - Pushed: almost 8 years ago

robustport/facmodTS
Time Series Factor Models
  • * DESCRIPTION

Size: 128 KB - Last synced: 5 days ago - Pushed: 5 months ago

arorar/PortfolioConstruction
  • * DESCRIPTION

Size: 584 KB - Last synced: 5 months ago - Pushed: 5 months ago