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Erol Biceroglu (erolbicero)

erolbicero

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Home Page:https://propfoliomanagement.wordpress.com

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Erol Biceroglu's repositories

propfolio

Tools for Portfolio Management and Proprietary/Algorithmic Trading

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rOptionsTools

Implementation of Model Free Implied Metrics from Bakshi, Gurdip S. and Bakshi, Gurdip S. and Kapadia, Nikunj and Madan, Dilip B., Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (July 2, 2001). Available at SSRN: https://ssrn.com/abstract=282451 or http://dx.doi.org/10.2139/ssrn.282451

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tsconv

Time-series convenience (tsconv) functions, using XTS, PerformanceAnalytics, Quantmod, and other packages to simplify common tasks

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blis

BLAS-like Library Instantiation Software Framework

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Meucci

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PerformanceAnalytics

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rDecentEspresso

Package to work with data generated from Decent Espresso machines.

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