Pinned Repositories
freddy-mcfredface
All FRED series IDs and descriptions
IBrokers
R API to Interactive Brokers Trader Workstation
lspm
R implementation of Ralph Vince's Leverage Space Portfolio Model
microbenchmark
Infrastructure to accurately measure and compare the execution time of R expressions
quantmod
Quantitative Financial Modelling Framework
rfimport
getSymbols() reboot
stl-rug
Content presented at the Saint Louis R User Group
TTR
Technical analysis and other functions to construct technical trading rules with R
xts
Extensible time series class that provides uniform handling of many R time series classes by extending zoo.
xtsExtra
Supplementary xts functionality, and development platform for GSoC projects
joshuaulrich's Repositories
joshuaulrich/lspm
R implementation of Ralph Vince's Leverage Space Portfolio Model
joshuaulrich/Rblpapi
R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
joshuaulrich/Code
Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
joshuaulrich/nxtime
Nanosecond Resolution Extensible S3 Datetimes
joshuaulrich/pack
Convert R objects to/from various binary formats
joshuaulrich/QuantLib
The QuantLib C++ library
joshuaulrich/sarsaparilla
Stuff I want to share
joshuaulrich/AlphaEngine
joshuaulrich/cleanNLP
R package providing annotators and a tidy data model for natural language processing
joshuaulrich/contributing
Templates for GitHub contributing files
joshuaulrich/docopt.R
Command-line interface description language for R (http:docopt.org)
joshuaulrich/doRedis
R/foreach Redis backend for parallel computing
joshuaulrich/fastmatch
Fast hashing functions and replacement of match()
joshuaulrich/hydroGOF
Goodness-of-fit functions for comparison of simulated and observed hydrological time series
joshuaulrich/hydroTSM
Time Series Management, Analysis and Interpolation for Hydrological Modelling
joshuaulrich/jsonlite
A Robust, High Performance JSON Parser and Generator for R
joshuaulrich/latexsheet
LaTeX cheat sheet
joshuaulrich/opentick
OPENTICK SERVICE NO LONGER EXISTS! Native R interface to opentick real time and historical market data
joshuaulrich/profvis
Visualize R profiling data
joshuaulrich/r-travis
Tools for using R with Travis (http://travis-ci.org) -- see this page for more
joshuaulrich/rapidatetime
Datetime functionality from the C API for R
joshuaulrich/rchk
joshuaulrich/rf2
Iteration Two of RinFinance.com
joshuaulrich/Rpkg-proftools
Rewrite of proftools
joshuaulrich/rredis
R client for Redis
joshuaulrich/RUnit
Source code for the RUnit R package
joshuaulrich/RUnit-history
Original RUnit history from https://sourceforge.net/projects/runit/ grafted with current GitHub repo
joshuaulrich/SubMicroTrading
Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)
joshuaulrich/tmp-ecdat
joshuaulrich/tmp-ecfun