Whit Armstrong (armstrtw)

armstrtw

Geek Repo

Company:Morgan Stanley Investment Management

Location:Greenwich, CT

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Whit Armstrong's repositories

tslib

a time series library in c++

Language:C++License:GPL-3.0Stargazers:38Issues:6Issues:0

CppBugs

c++ version of BUGS

rcppbugs

R interface for CppBugs

fts

R interface to tslib -- a fast timeseries library

unifieddbi

a unified database interface for R

Language:C++Stargazers:5Issues:3Issues:0

Rs3cmd

R Bindings for s3cmd

Rexcelpoi

write excel files from R with Jakarta POI

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deathstar

deathstar remote execution / cluster utility for R

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deathstar.core

deathstar remote execution / cluster utility

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rabstraction

C++ abstractions for R objects

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rcppbugs.examples

Examples of various rcppbugs models.

Language:RStargazers:2Issues:3Issues:0

multivariate.sv

R interface to multivariate.sv model based loosely on this paper: http://www.rob-mcculloch.org/some_papers_and_talks/papers/working/lopes-mcculloch-tsay.pdf

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pl.sim

PnL simulation

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rrcov

Armadillo version of rrcov from http://cran.r-project.org/web/packages/rrcov/index.html

cpp.misc

misc cpp demos

Language:C++License:MITStargazers:0Issues:2Issues:0

distributed.computing.talk

R/Fin 2013 distributed computing talk

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doDeathstar

foreach compatible version of deathstar

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enb

Minimum Torsion Bets for Effective Number of Bets and Diversification Distribution

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enum_msg

toy example of enums with payloads for FIX protocol

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logiql

a pragmatic implementation of financial modeling

Language:C++License:LGPL-3.0Stargazers:0Issues:3Issues:0

logiql.implementation

mapping logiql to real instruments

Language:C++License:GPL-3.0Stargazers:0Issues:3Issues:0

numeric.traits

Common numeric triats

Language:C++License:MITStargazers:0Issues:2Issues:0

pnlsim

pnl backtesting with rust

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py.misc

misc python examples

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quantlib

The QuantLib C++ library and extensions

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rcppredis

R interface to Redis using the hiredis library

Language:CLicense:GPL-2.0Stargazers:0Issues:2Issues:0

Redis.jl

A fully-featured Redis client for the Julia programming language

Language:JuliaLicense:NOASSERTIONStargazers:0Issues:2Issues:0

schedulemaster-data-scripts

export and clean up the Schedulemaster data

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vectorfun

numeric range / vector functions and utils

Language:C++License:MITStargazers:0Issues:2Issues:0