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Ian Madlenya's Projects

donut icon donut

🏹 Dead-simple cross-platform cryptocurrency tracker.

dpinger icon dpinger

Pinger engine for monitoring latency and loss

drat icon drat

Beta versions of data-cleaning packages

drip icon drip

Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries

drip-1 icon drip-1

Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries

drip-asset-allocation icon drip-asset-allocation

DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.

drip-asset-allocation-1 icon drip-asset-allocation-1

DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.

drip-fixed-income icon drip-fixed-income

DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.

drip-fixed-income-1 icon drip-fixed-income-1

DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.

drip-numerical-optimizer icon drip-numerical-optimizer

DRIP Numerical Optimizer is a collection of Java libraries for Numerical Optimization and Spline Functionality.

drip-numerical-optimizer-1 icon drip-numerical-optimizer-1

DRIP Numerical Optimizer is a collection of Java libraries for Numerical Optimization and Spline Functionality.

drop icon drop

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

dspace icon dspace

(Official) The DSpace digital asset management system that powers your Institutional Repository

dual-momentum icon dual-momentum

A little app for following a dual momentum portfolio strategy

duka icon duka

duka - Dukascopy historical data downloader

dygraphs icon dygraphs

Interactive visualizations of time series using JavaScript and the HTML canvas tag

eanalytics icon eanalytics

Dynamic Web-based Analytics for the Energy Industry

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