justinlent

PairTradeR

Web GUI for backtesting pair trading statistical arbitrage portfolio strategies

modelOptimizeR

Sensitivity analysis tool originally built for optimizing portfolio trading strategies, but useful for any timeseries oriented predictive modeling. Includes a simple 'cluster finder' for determining the most robust parameter set with least variance across the subspace.

Bayesian_Optimizer_Option_Portfolios

Pulls Robinhood API for stock and options data and applies Bayesian Optimization for constructing risk-defined options/derivatives portfolios.

sparkleR

GUI for the SparkR API that interfaces R with Spark. GUI built using R Shiny API

CharteR

Simple Web GUI for Quick Data Manipulation and Visualization in R

prettyPlots

Uses R ggplot2 to create good looking scatterplots, barcharts, and timeseries charts.

SP500_long_term_growth

trading_sandbox

Where I share some of my prototype code for algorithmic trading strategies.

sandbox_py