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gofia's Projects

cvxpy icon cvxpy

A Python-embedded modeling language for convex optimization problems.

dynare icon dynare

A platform for handling a wide class of economic models

financial-econometrics icon financial-econometrics

Materials from the course Introduction to Computational Finance and Financial Econometrics https://www.coursera.org/course/compfinance

fundmanager icon fundmanager

An Investment Management toolkit for R. Because Excel is a threat to the global financial system.

ipython-plotly icon ipython-plotly

A collection of data science IPython notebooks with Plotly graphs

mftsr icon mftsr

Read-only mirror of "mftsr" from r-forge SVN.

r-code icon r-code

Mostly R code files for my posts on www.returnandrisk.com.

r-package-empfin icon r-package-empfin

R package to accompany the e-book "Topics in Empirical Finance with R and Rmetrics"

sit icon sit

Systematic Investor Toolkit

touzi icon touzi

A data-driven asset allocation, long-only stock portfolio maker

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