Pinned Repositories
Bayesian_Optimizer_Option_Portfolios
Pulls Robinhood API for stock and options data and applies Bayesian Optimization for constructing risk-defined options/derivatives portfolios.
CharteR
Simple Web GUI for Quick Data Manipulation and Visualization in R
modelOptimizeR
Sensitivity analysis tool originally built for optimizing portfolio trading strategies, but useful for any timeseries oriented predictive modeling. Includes a simple 'cluster finder' for determining the most robust parameter set with least variance across the subspace.
PairTradeR
Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
prettyPlots
Uses R ggplot2 to create good looking scatterplots, barcharts, and timeseries charts.
SP500_long_term_growth
sparkleR
GUI for the SparkR API that interfaces R with Spark. GUI built using R Shiny API
trading_sandbox
Where I share some of my prototype code for algorithmic trading strategies.
pyfolio
Portfolio and risk analytics in Python
justinlent's Repositories
justinlent/PairTradeR
Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
justinlent/Bayesian_Optimizer_Option_Portfolios
Pulls Robinhood API for stock and options data and applies Bayesian Optimization for constructing risk-defined options/derivatives portfolios.
justinlent/modelOptimizeR
Sensitivity analysis tool originally built for optimizing portfolio trading strategies, but useful for any timeseries oriented predictive modeling. Includes a simple 'cluster finder' for determining the most robust parameter set with least variance across the subspace.
justinlent/sparkleR
GUI for the SparkR API that interfaces R with Spark. GUI built using R Shiny API
justinlent/CharteR
Simple Web GUI for Quick Data Manipulation and Visualization in R
justinlent/prettyPlots
Uses R ggplot2 to create good looking scatterplots, barcharts, and timeseries charts.
justinlent/SP500_long_term_growth
justinlent/trading_sandbox
Where I share some of my prototype code for algorithmic trading strategies.
justinlent/sandbox_py