Pinned Repositories
awesome-economics
A curated collection of links for economists
b3_settlements
(Unofficial) API for querying futures settlements from B3 exchange
b3archives
Download and read files from B3 (Brazil Stock Exchange and Over-the-Counter Market).
blotter
bmlib
Bayesian Macroeconometrics C++ Library
BMR
Bayesian Macroeconometrics in R
bolsaBatch
JAVA code to capture daily (may turn into batch process) BOVESPA data for later analysis or publication site, etc. The system does dowload files and records in the database. It works with MySQL, and built in Java 7
R-bizdays
Business Days Calculations and Utilities
miceli's Repositories
miceli/R-bizdays
Business Days Calculations and Utilities
miceli/awesome-economics
A curated collection of links for economists
miceli/b3_settlements
(Unofficial) API for querying futures settlements from B3 exchange
miceli/b3archives
Download and read files from B3 (Brazil Stock Exchange and Over-the-Counter Market).
miceli/blotter
miceli/bmlib
Bayesian Macroeconometrics C++ Library
miceli/BMR
Bayesian Macroeconometrics in R
miceli/BrasilMF
miceli/btutils
The btutils R package
miceli/control-toolbox
The Control Toolbox - An Open-Source C++ Library for Robotics, Optimal and Model Predictive Control
miceli/deephedging
Implementation of the vanilla Deep Hedging engine
miceli/factorAnalytics
miceli/FinanceHub
Resources for Quantitative Finance
miceli/GARCH-RAC
Repository for GARCH tutorial paper in RAC
miceli/kindr
Kinematics and Dynamics for Robotics
miceli/long-short-macro-global-strategy
Build long/short macro strategy by using 13 ETFs with different models
miceli/mcmc
A C++ library of Markov Chain Monte Carlo (MCMC) methods
miceli/miceli.github.io
My Personal Page
miceli/psopt
PSOPT Optimal Control Software
miceli/QuantInsti-Final-Project-Statistical-Arbitrage
QuantInsti EPAT: Final Project on Statistical Arbitrage
miceli/quantmod
Quantitative Financial Modelling Framework
miceli/quantstrat
miceli/rb3
Tratamento de arquivos públicos disponibilizados pela B3
miceli/riskParityPortfolio
Design of Risk Parity Portfolios
miceli/rsims
R package for financial simulation
miceli/SDF
Simple Database for Financial Data
miceli/SIT
Systematic Investor Toolkit
miceli/TidyverseSkeptic
An opinionated view of the Tidyverse "dialect" of the R language.
miceli/tradelib
A Java framework for backtesting and trading
miceli/TTR
Technical analysis and other functions to construct technical trading rules with R