Whit Armstrong's repositories
cpp.misc
misc cpp demos
enum_msg
toy example of enums with payloads for FIX protocol
py.misc
misc python examples
unifieddbi
a unified database interface for R
pnlsim
pnl backtesting with rust
schedulemaster-data-scripts
export and clean up the Schedulemaster data
rcppredis
R interface to Redis using the hiredis library
vectorfun
numeric range / vector functions and utils
numeric.traits
Common numeric triats
Redis.jl
A fully-featured Redis client for the Julia programming language
logiql
a pragmatic implementation of financial modeling
enb
Minimum Torsion Bets for Effective Number of Bets and Diversification Distribution
logiql.implementation
mapping logiql to real instruments
rabstraction
C++ abstractions for R objects
quantlib
The QuantLib C++ library and extensions
doDeathstar
foreach compatible version of deathstar
distributed.computing.talk
R/Fin 2013 distributed computing talk
rcppbugs.examples
Examples of various rcppbugs models.
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
deathstar.core
deathstar remote execution / cluster utility