peterccarl
Senior-level investment professional with experience in portfolio management, quantitative research, and investment strategy development.
Chicago
Pinned Repositories
blotter
blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.
PerformanceAnalytics
PortfolioAnalytics
quantstrat
gsoc-images
images for wiki pages, etc.
R-Cookbook
The R Cookbook 2nd Edition
trend
Trend following trading algorithm implementation in R
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.
quantstrat
peterccarl's Repositories
peterccarl/trend
Trend following trading algorithm implementation in R
peterccarl/TTR
Technical analysis and other functions to construct technical trading rules with R
peterccarl/gsoc-images
images for wiki pages, etc.
peterccarl/R-Cookbook
The R Cookbook 2nd Edition
peterccarl/xts
Extensible time series class that provides uniform handling of many R time series classes by extending zoo.