Mislav Sagovac's repositories
arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
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Block_Codes
This depository uses SEC EDGAR data in Schedule 13D and Schedule 13G data to find all positions above 5% in all US stocks between 1994 and 2018.
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mlr3-supek
Skripte za pokretanje skripte H2_V2 u mlr3 knjižnici na Supeku
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mlr3filters
Filter-based feature selection for mlr3
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mlr3pipelinesquant
Dataflow Programming for Machine Learning in R
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partialAR
R package for fitting the partially autoregressive model
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partialCI
R package for fitting the partially cointegrated model
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RollingWindowms
Fast rolling and expanding window statistics in [R] using single-pass algorithms
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theftms
R package for Tools for Handling Extraction of Features from Time series (theft)
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