hjl2014 Goto Github PK

automatedforecastingwithshiny

Fully automated GDP forecasting with R/shiny

bcp

A Package for Performing a Bayesian Analysis of Change Point

blog

This repository contains codes for all of my blog posts since March 11 2015.

blogr

Scripts + data to recreate analyses published on http://benjaminlmoore.wordpress.com and http://blm.io

breakoutdetection

Breakout Detection via Robust E-Statistics

calendar-heatmap

calendar heatmap

calendar-heatmap-1

Rscript to display time-series data as a calendar heatmap

complexheatmap

make complex heatmaps as well as self define annotation graphics

courses

Course materials for the Data Science Specialization: https://www.coursera.org/specialization/jhudatascience/1

covariance-shrinkage

A fun example of covariance shrinkage for financial time series data

cv.ts

Cross-validate time series forecasts

cvforecast

Multiple forecasts based on Time Series Cross-Validation

cvxpy

A Python-embedded modeling language for convex optimization problems.

data

Data and code behind the stories and interactives at FiveThirtyEight

data-science-toolbox

Start doing data science in minutes

deviumweb

Interactive multivariate data analysis in R implemented in shiny.

dlmcapm

Time series analysis final work

earlywarnings

Early Warning Signals Toolbox for Detecting Critical Transitions

economy

Forecast macroeconomic indicators

fecon235

Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

fecon236

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

fedspeech

Source code/data files for "What the Fed Says" Project (Kevin Young & Christopher Gandrud)

fivethirtyeight

R package of data and code behind the stories and interactives at FiveThirtyEight

fxaa

Long-term FX momentum trading and analysis R codebase to document system at "https://fxaa.inpirical.com".

ggord

a take on ordination plots using ggplot2

ggthemes

ggplot themes and scales

graphs

heatmap

Shiny App Example for using rCharts and Highcharts Heat Maps

iktrading

Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.

investing-by-numbers

Maths-based (quantitative) asset allocation (stocks and bonds)