@PortfolioEffect
Guthub

PortfolioEffect

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  • Stars
    star
    139
  • Global Org. Rank 49,055 (Top 16 %)
  • Registered about 9 years ago
  • Most used languages
    Python
         28.6 %
    R
         28.6 %
    MATLAB
         28.6 %
    Java
         14.3 %
  • Location πŸ‡ΊπŸ‡Έ United States
  • Country Total Rank 36,278
  • Country Ranking
    MATLAB
         589
    R
         1,622
    Java
         7,000

Top repositories

1

PE-HFT-Python

Python library for high frequency portfolio analysis, intraday backtesting and optimization
Python
65
star
2

PE-HFT-Matlab

MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization
MATLAB
29
star
3

PE-HFT-Java

Java library for high frequency portfolio analysis, intraday backtesting and optimization
Java
19
star
4

PE-HFT-R

R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
R
16
star
5

PE-Estim-Matlab

MATLAB toolbox for high frequency market microstructure analysis and estimators for price variance, quarticity and noise
MATLAB
5
star
6

PE-Estim-R

R package for high frequency market microstructure analysis and estimators for price variance, quarticity and noise
R
3
star
7

jniusx

Access Java classes from Python https://pyjnius.readthedocs.org
Python
2
star