algoquant

Adjunct professor at NYU Tandon. Previously portfolio manager and quant analyst. Interested in applications of machine learning to systematic trading.

NYU TandonNew York

Pinned Repositories

alphaLib
alphaModel library
Language:R3 3 03
HighFreq
R package for high frequency time series data management
Language:C++61 10 628
IBrokers2
Functions for executing trading strategies via the API of Interactive Brokers
Language:HTML14 5 05
lecture_slides
NYU Tandon lecture slides
Language:R31 4 215
presentations
R presentation files (knitr, shiny, etc.)
Language:HTML12 4 511
python
Python scripts
Language:HTML4 2 01
R_Finance
R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR blogs. My focus will be dynamic Asset Allocation and dynamic Risk Parity algorithms.
Language:R2 2 03
R_scripts
R scripts
Language:HTML8 6 015
Rcpp
Rcpp development code
Language:C++2 2 00
RFinanceChicago2022
Files for my presentation at the Chicago R/Finance Conference 2022-06-03
Language:R2 2 00

algoquant's Repositories

algoquant/HighFreq
R package for high frequency time series data management
Language:C++61 10 628
algoquant/lecture_slides
NYU Tandon lecture slides
Language:R31 4 215
algoquant/IBrokers2
Functions for executing trading strategies via the API of Interactive Brokers
Language:HTML14 5 05
algoquant/presentations
R presentation files (knitr, shiny, etc.)
Language:HTML12 4 511
algoquant/R_scripts
R scripts
Language:HTML8 6 015
algoquant/python
Python scripts
Language:HTML4 2 01
algoquant/alphaLib
alphaModel library
Language:R3 3 03
algoquant/Rcpp
Rcpp development code
Language:C++2 2 00
algoquant/RFinanceChicago2022
Files for my presentation at the Chicago R/Finance Conference 2022-06-03
Language:R2 2 00
algoquant/algoquant.github.io
algoquant's website on GitHub
Language:HTML1 3 02
algoquant/Introduction-to-R
Introduction to R (DataCamp course)
1 2 01
algoquant/JavaScript
JavaScript code
Language:JavaScript1 2 0
algoquant/Lean
Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)
Language:C#1 1 0
algoquant/rutils
Utility functions for simplifying financial data management and modeling
Language:HTML1 2 04
algoquant/awesome-kramdown
A collection of awesome kramdown goodies for the markdown converter made with ♥ in Vienna ;-)
2 0
algoquant/DataScienceR
a curated list of R tutorials for Data Science, NLP and Machine Learning
Language:R2 02
algoquant/DebugTerminal
DebugTerminal
Language:Pascal2 0
algoquant/ggplot2
An implementation of the Grammar of Graphics in R
Language:R2 0
algoquant/highcharter-shiny
Some highcharter examples
Language:R1 0
algoquant/jekyll-architect-theme
Open Source version of the GitHub Pages theme, now for Jekyll. Demo at http://pietro.menna.net.br/jekyll-architect-theme/
Language:CSS2 0
algoquant/knitr
A general-purpose tool for dynamic report generation in R
Language:R2 01
algoquant/kramdown-service
kramdown-service gem - kramdown HTTP JSON API service (convert markdown to HTML or LaTeX)
Language:Ruby2 0
algoquant/long-short-macro-global-strategy
Build long/short macro strategy by using 13 ETFs with different models
Language:R2 01
algoquant/magick
Magic, madness, heaven, sin
Language:R2 0
algoquant/Non-Parametric-Estimators
Language:C++1 0
algoquant/rcpp-gallery
Source code for the Rcpp Gallery website
Language:C++2 0
algoquant/RoxygenReady
Prepare your R function library to be compiled into an R package by Roxygen
Language:R2 0
algoquant/shiny-examples
Language:JavaScript2 0
algoquant/svm-r-markdown-templates
I have a suite of R Markdown templates for academic manuscripts, beamer presentations, and syllabi. I share them here.
Language:HTML2 0
algoquant/uc-r.github.io
Main repository for R programming courses @ University of Cincinnati, courses and tutorials that focus on data wrangling, exploration, visualization, and analysis with R.
Language:HTML2 0