hjl2014 Goto Github PK

rebalancing-research

2018 Summer Research Project on Optimal Rebalancing Strategy

regime-switch

This is the folder for the regime-switching model

reinhart-rogoff

Reinhart Rogoff replication files: Python stats with IPython notebook

rfinancedemos

Demo code for quantstrat, quantmod, TTR and other R/Finance tools

rise_toolbox

Solution and estimation of Markov Switching Rational Expectations / DSGE Models

riskdecomposition

R example code to demonstrate the concept of computing manager component VaR as described in http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2610188

s-and-p-500-companies

List of companies in the S&P 500 together with associated financials

scripts

R develop scripts

sedumi

SeDuMi: A linear/quadratic/semidefinite solver for Matlab and Octave

sentiment_modelling

A sentiment modelling based on Kelly at al. model

sit

Systematic Investor Toolkit

spacetime-vis

Methods to display time series, spatial and space-time data using R

spyre

Exploratory Data Analysis in the Browser with R backend

symmys

A. Meucci code from bootcamp and book

systematicinvestor.github.io

Commoditie

techan.js

A visual, technical analysis and charting (Candlestick, OHLC, indicators) library built on D3.

test

tilting

Variable selection via Tilted Correlation Screening algorithm

trading-momentum-transformer

This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).

twitter-hashtag-analytics

R code for analyzing tweets aggregated through a hashtag (text mining, topic modelling, network analysis, clustering and sentiment analysis)

twitterytics-shiny

Twitter Analytics with Shiny

user2016-tutorial

vishealth

web-analytics-dashboard

This is a simple Web Analytics Dashboard created with R and Shiny package. Visualizations are interactive and make use of Google Charts.

xbrlfiles

Explore XBRL with R

xgboost

Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Flink and DataFlow

yahoo_finance_sp500

Script that produces a spreadsheet of S&P 500 stock data.

zipline

Zipline, a Pythonic Algorithmic Trading Library