algoquant

HighFreq

R package for high frequency time series data management

lecture_slides

NYU Tandon lecture slides

IBrokers2

Functions for executing trading strategies via the API of Interactive Brokers

presentations

R presentation files (knitr, shiny, etc.)

R_scripts

R scripts

python

Python scripts

alphaLib

alphaModel library

Rcpp

Rcpp development code

RFinanceChicago2022

Files for my presentation at the Chicago R/Finance Conference 2022-06-03

algoquant.github.io

algoquant's website on GitHub

Introduction-to-R

Introduction to R (DataCamp course)

JavaScript

JavaScript code

Lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

rutils

Utility functions for simplifying financial data management and modeling

awesome-kramdown

A collection of awesome kramdown goodies for the markdown converter made with ♥ in Vienna ;-)

DataScienceR

a curated list of R tutorials for Data Science, NLP and Machine Learning

DebugTerminal

DebugTerminal

ggplot2

An implementation of the Grammar of Graphics in R

highcharter-shiny

Some highcharter examples

jekyll-architect-theme

Open Source version of the GitHub Pages theme, now for Jekyll. Demo at http://pietro.menna.net.br/jekyll-architect-theme/

knitr

A general-purpose tool for dynamic report generation in R

kramdown-service

kramdown-service gem - kramdown HTTP JSON API service (convert markdown to HTML or LaTeX)

long-short-macro-global-strategy

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

magick

Magic, madness, heaven, sin

Non-Parametric-Estimators

rcpp-gallery

Source code for the Rcpp Gallery website

RoxygenReady

Prepare your R function library to be compiled into an R package by Roxygen

shiny-examples

svm-r-markdown-templates

I have a suite of R Markdown templates for academic manuscripts, beamer presentations, and syllabi. I share them here.

uc-r.github.io

Main repository for R programming courses @ University of Cincinnati, courses and tutorials that focus on data wrangling, exploration, visualization, and analysis with R.