algoquant / presentations
R presentation files (knitr, shiny, etc.)
☆11Updated last week
Related projects: ⓘ
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆24Updated 7 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆27Updated 5 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 8 years ago
- R package for high frequency time series data management☆61Updated 2 months ago
- Functions for executing trading strategies via the API of Interactive Brokers☆13Updated 2 years ago
- NYU Tandon lecture slides☆29Updated last week
- A Shiny app to work with future contracts data☆22Updated 7 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- Functions for the construction of risk-based portfolios☆51Updated 3 years ago
- ☆35Updated this week
- Covariance Matrix Estimation via Factor Models☆30Updated 5 years ago
- quant trading strategy research☆24Updated 7 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆14Updated 4 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆16Updated 3 years ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated last month
- Modeling the volatility of commodity futures Indices☆13Updated 7 years ago
- Simple Risk Premia Strategy☆32Updated 3 years ago
- Stock prediction using xgboost and knn classification done in R☆27Updated 5 years ago
- ☆45Updated 10 years ago
- ☆14Updated 2 years ago
- Simple portfolio analysis and management.☆26Updated 2 years ago
- ☆28Updated 3 years ago
- Repository for teachings on Quant Finance☆47Updated 4 years ago
- Code for various data snooping tests on financial time series.☆18Updated 9 years ago
- ☆18Updated this week
- Code for getting implied volatility in Python☆24Updated 7 years ago
- ☆69Updated 5 months ago
- ☆45Updated 8 years ago
- R package AssetAllocation☆33Updated 9 months ago