QuantDevHacks

Daniel Hanson's repositories

Slides and Code for _Leveraging Modern C++ in Quantitative Finance_

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A C++ Date class based on the new C++20 date namespace and compatible with Excel's date indexing

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

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Sample code accompanying RStudio blog series on "R Package Integration with Modern Reusable C++ Code Using Rcpp"

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Supporting materials supporting submission proposals to CppCon 2023

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The C++ Core Guidelines are a set of tried-and-true guidelines, rules, and best practices about coding in C++

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A date and time library based on the C++11/14/17 <chrono> header

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Latest version of pybind11 application

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A Quick and Dirty First Example Using R Markdown with Financial Data

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skewtDist package - GSoC 2019 Project - The R Project for Statistical Computing

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Azure Data SQL Samples - Official Microsoft GitHub Repository containing code samples for SQL Server, Azure SQL, Azure Synapse, and Azure SQL Edge

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A simple daily transaction example for implementation of transaction simulation in C++

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