Using open source software for portfolio analysis

This article is a compilation of open source software used to analyze portfolios. Topics covered include regression analysis, Monte Carlo simulation, and other statistical methods.

R
R is a language and environment for statistical computing and graphics.

RStudio is the free and open source integrated development environment (IDE) for R.

Multifactor regression
R is the preferred tool for performing multifactor regression analysis; a number of scripts are available. See: R

Bond market simulation
Forum member Linuxizer has developed a preliminary bond market simulator in R. See forum thread: maRketSim - Bond market simulation in R

MATLAB clones
MATLAB® (MATrix LABoratory) is a high-level language and interactive environment for numerical computation, visualization, and programming. It is neither open source nor free. However, it's an industry standard and open source clones have been developed which strive to emulate MATLAB functionality.

Matlab Clones