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/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
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
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/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