miceli Goto Github PK

awesome-economics

A curated collection of links for economists

b3archives

Download and read files from B3 (Brazil Stock Exchange and Over-the-Counter Market).

blotter

bmlib

Bayesian Macroeconometrics C++ Library

bmr

Bayesian Macroeconometrics in R

bolsabatch

JAVA code to capture daily (may turn into batch process) BOVESPA data for later analysis or publication site, etc. The system does dowload files and records in the database. It works with MySQL, and built in Java 7

bovespa-ingestion

An importer/parser of BM&F Bovespa historical stock quotations files.

bovespa-tools

Tools for small trades of BM&F Bovespa

bovespaparser

Python parser for BM&F Bovespa Historical Series Files

brasilmf

btutils

The btutils R package

control-toolbox

The Control Toolbox - An Open-Source C++ Library for Robotics, Optimal and Model Predictive Control

cqf

Source code for CQF projects

dataonderivatives

Easily source publicly available data on derivative

datastream2r

This is a series of functions for downloading data from the Thomson Reuters DataStream DWE server, which provides XML access to the Datstream database of economic and financial information.

factoranalytics

financehub

Resources for Quantitative Finance

garch-rac

Repository for GARCH tutorial paper in RAC

iktrading

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

intraday-partab

Updated repository containing datafeed and strategy

kindr

Kinematics and Dynamics for Robotics

long-short-macro-global-strategy

Build long/short macro strategy by using 13 ETFs with different models

market-data

KriaSoft Market Data Server - A local database server with quotes and trade-related data associated with equity, fixed-income, financial derivatives, currency, and other investment instruments.

mcmc

A C++ library of Markov Chain Monte Carlo (MCMC) methods

miceli.github.io

My Personal Page

psopt

PSOPT Optimal Control Software

quantinsti-final-project-statistical-arbitrage

QuantInsti EPAT: Final Project on Statistical Arbitrage

quantmod

Quantitative Financial Modelling Framework

quantstrat

r-bizdays

Business Days Calculations and Utilities