Pinned Repositories
highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
kdb
Companion files to kdb+ and q
machine-learning-for-trading
Notebooks, resources, and references accompanying the book Machine Learning for Algorithmic Trading
QuantLib
The QuantLib C++ library
quantQ
The repository for the Machine Learning and Big Data with kdb+/q book by Novotny et al.
solace
Solace middleware client for KDB+. Allows pub/sub from KDB+.
ssh352's Repositories
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ssh352/aeron_utils
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ssh352/xla-rs
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