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Enrico Schumann's Projects

bisdata icon bisdata

Download datasets from BIS https://www.bis.org/

bundesbank icon bundesbank

R scripts for downloading time-series data from the Bundesbank (German central bank)

ddf icon ddf

Compare rows of data-frames.

gitsync icon gitsync

Git-based R utility for syncing directories

ibutils icon ibutils

R utility functions for the IBrokers package

icalutils icon icalutils

R utilities for reading and writing icalendar files

neighbours icon neighbours

Neighbourhood Functions for Local-Search Algorithms

newsrss icon newsrss

Utilities to convert an R package NEWS file to an RSS feed

nmof icon nmof

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .

pacificfx icon pacificfx

R function for downloading historical FX data from 'Pacific Exchange Rate Service'

password icon password

R function for creating random passwords of letters, numbers and punctuation

pmwr icon pmwr

Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.

snbdata icon snbdata

Download datasets from the SNB https://www.snb.ch

snsfdatasets icon snsfdatasets

Download datasets from the Swiss National Science Foundation

ssrn icon ssrn

Download download statistics. (Not a double-word.)

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