mshanbhag

Pinned Repositories

algo-trader-tool-suite
Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
Language:C++00
arbitrage
arbitrage finder application
Language:C++00
coint_site
Web application demonstrating a pairs-trading strategy, live, with real data.
Language:JavaScript0 1 00
npst
Generalization of Hewitt's Seasonality Test
Language:R00
openAlgo
openAlgo is a publically shared repository for various work product germane to algorithms and the high frequency low latency electronic trading space with a bias toward exchange traded futures and options.
Language:MATLAB0 1 00
opencpuTS
Example R package to forecast timeseries and check seasonality, trend and remainder
Language:R0 1 00
pairs-trading
Stock pairs trading in R.
Language:R00
pairs.trading
Simple pairs trading playground
Language:R00
PairsTradingProject
MSE445
Language:JavaScript1 1 00
PairTrading
classical pair trading based on cointegration in finance
Language:R00

mshanbhag's Repositories

mshanbhag/PairsTradingProject
MSE445
Language:JavaScript1 1 00
mshanbhag/algo-trader-tool-suite
Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
Language:C++00
mshanbhag/arbitrage
arbitrage finder application
Language:C++00
mshanbhag/coint_site
Web application demonstrating a pairs-trading strategy, live, with real data.
Language:JavaScript0 1 00
mshanbhag/npst
Generalization of Hewitt's Seasonality Test
Language:R00
mshanbhag/openAlgo
openAlgo is a publically shared repository for various work product germane to algorithms and the high frequency low latency electronic trading space with a bias toward exchange traded futures and options.
Language:MATLAB0 1 00
mshanbhag/opencpuTS
Example R package to forecast timeseries and check seasonality, trend and remainder
Language:R0 1 00
mshanbhag/pairs-trading
Stock pairs trading in R.
Language:R00
mshanbhag/pairs.trading
Simple pairs trading playground
Language:R00
mshanbhag/PairTrading
classical pair trading based on cointegration in finance
Language:R00
mshanbhag/RandomForestSeasons
System that uses and ensemble of Random Forests for increasing the profitability of seasonality trades - PYTHON
mshanbhag/seasonality-of-tidal-range
Source data, code, and writeup for seasonality of tidal range data analysis
mshanbhag/seasons
Functions for examining seasonality and seasonal correlations in OHLC financial time series.
Language:Python1 0
mshanbhag/statarb-al
Example of a statistical arbitrage strategy analysis in R
mshanbhag/stl2
Seasonal Trend Decomposition using Loess
mshanbhag/stock-distance-abacus
Program helps to determine the best pair of stock for pairs trading purpose. Algorithm is based on distance method used by Gatev(1999)
Language:Java1 0
mshanbhag/tree
Tree Data Structure Java Library From Shell Software :- My Modifications
Language:Java
mshanbhag/umat
Automatically exported from code.google.com/p/umat
Language:Java1