Leonardo Miceli's repositories
awesome-economics
A curated collection of links for economists
b3archives
Download and read files from B3 (Brazil Stock Exchange and Over-the-Counter Market).
bmlib
Bayesian Macroeconometrics C++ Library
BMR
Bayesian Macroeconometrics in R
btutils
The btutils R package
control-toolbox
The Control Toolbox - An Open-Source C++ Library for Robotics, Optimal and Model Predictive Control
dataonderivatives
Easily source publicly available data on derivative
FinanceHub
Resources for Quantitative Finance
GARCH-RAC
Repository for GARCH tutorial paper in RAC
kindr
Kinematics and Dynamics for Robotics
long-short-macro-global-strategy
Build long/short macro strategy by using 13 ETFs with different models
mcmc
A C++ library of Markov Chain Monte Carlo (MCMC) methods
miceli.github.io
My Personal Page
psopt
PSOPT Optimal Control Software
QuantInsti-Final-Project-Statistical-Arbitrage
QuantInsti EPAT: Final Project on Statistical Arbitrage
rb3
Tratamento de arquivos públicos disponibilizados pela B3
riskParityPortfolio
Design of Risk Parity Portfolios
rsims
R package for financial simulation
SGS2R
R package to extract data from Central Bank of Brazil SGS time series system
SIT
Systematic Investor Toolkit
TidyverseSkeptic
An opinionated view of the Tidyverse "dialect" of the R language.
tradelib
A Java framework for backtesting and trading