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
HighFreq
R package for high frequency time series data management
IBrokers2
Functions for executing trading strategies via the API of Interactive Brokers
lecture_slides
NYU Tandon lecture slides
presentations
R presentation files (knitr, shiny, etc.)
python
Python scripts
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.
R_scripts
R scripts
Rcpp
Rcpp development code
RFinanceChicago2022
Files for my presentation at the Chicago R/Finance Conference 2022-06-03
algoquant's Repositories
algoquant/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.
algoquant/courses
Course materials for the Data Science Specialization: https://www.coursera.org/specialization/jhudatascience/1
algoquant/INTRADAY-PartAB
Updated repository containing datafeed and strategy
algoquant/markdown-cv
algoquant/vertesy.github.io
My Github Page