VermeirJellen
Computer engineer with a passion for data science and algorithmic trading. Founder at Essential Data Science Consulting ltd. (EssentialQuant).
Essential Data ScienceBrussels, Belgium
Pinned Repositories
AlgorithmicTrading-Cointegration
Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market
Bitcoin_MACD_Strategy
Bitcoin - MACD Crossover Trading Strategy Backtest
Coinmarketcap_Web_Scraping
Scraping Historical Cryptocurrency Market Data from Coinmarketcap.com
Cryptocurrency_Trend_Regression
Simple trend predictions for bitcoin price data and cryptocurrency market capitalization.
Financial_Risk_Modeling_Research
Practical applications towards risk-centric portfolio management
FinancialEngineering
Matlab Financial Engineering Toolkit
MT4-Execution_Framework
Metatrader 4 Backtest and Execution Framework
Poker_HandEvaluation
Custom Java port of the Loki and Poki Poker bot hand evaluation subsystem (Papp. 1998)
PoloniexR
R wrapper for the Poloniex Cryptocurrency Trading API (Package)
Securities_Master_Database
Project includes scripts to set up a securities master database with stock and ETF timeseries data
VermeirJellen's Repositories
VermeirJellen/Financial_Risk_Modeling_Research
Practical applications towards risk-centric portfolio management
VermeirJellen/AlgorithmicTrading-Cointegration
Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market
VermeirJellen/PoloniexR
R wrapper for the Poloniex Cryptocurrency Trading API (Package)
VermeirJellen/Coinmarketcap_Web_Scraping
Scraping Historical Cryptocurrency Market Data from Coinmarketcap.com
VermeirJellen/Cryptocurrency_Trend_Regression
Simple trend predictions for bitcoin price data and cryptocurrency market capitalization.
VermeirJellen/Poker_HandEvaluation
Custom Java port of the Loki and Poki Poker bot hand evaluation subsystem (Papp. 1998)
VermeirJellen/Securities_Master_Database
Project includes scripts to set up a securities master database with stock and ETF timeseries data
VermeirJellen/Bitcoin_MACD_Strategy
Bitcoin - MACD Crossover Trading Strategy Backtest
VermeirJellen/FinancialEngineering
Matlab Financial Engineering Toolkit
VermeirJellen/MT4-Execution_Framework
Metatrader 4 Backtest and Execution Framework
VermeirJellen/Bitcoin_Mining_Backtest_Predictions
Bitcoin Mining - Historical Backtest and Future Profit Predictions
VermeirJellen/blue_magic_portfolio_allocation
Dynamic Recalculations of Weighted Blue Magic Capital Portfolio Allocations (CryptoCurrency)
VermeirJellen/Structuring_Hedging_HestonModel
Structuring and Hedging of a Partially Principal Protected Note under the Heston Model
VermeirJellen/Actuarial_Statistics
Project contains multiple smaller subprojects that lie in the domain of non-life insurance actuarial statistics
VermeirJellen/Blog_Public_GMV
Backtesting a Global Minimum Variance Portfolio in R
VermeirJellen/essentialjsonserializer_python
JSON (de)serialization of Complex Python Objects - Cross Language Communication
VermeirJellen/essentialjsonserializer_r
JSON (de)serialization of Complex R-objects - Cross Language Communication