VermeirJellen/AlgorithmicTrading-Cointegration

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Language
R
License
GNU Lesser Genera...
Created over 9 years ago
Updated over 8 years ago

VermeirJellen/AlgorithmicTrading-Cointegration

VermeirJellen

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Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market

Financial_Risk_Modeling_Research

Practical applications towards risk-centric portfolio management

PoloniexR

R wrapper for the Poloniex Cryptocurrency Trading API (Package)

Coinmarketcap_Web_Scraping

Scraping Historical Cryptocurrency Market Data from Coinmarketcap.com

Cryptocurrency_Trend_Regression

Simple trend predictions for bitcoin price data and cryptocurrency market capitalization.

Poker_HandEvaluation

Custom Java port of the Loki and Poki Poker bot hand evaluation subsystem (Papp. 1998)

Securities_Master_Database

Project includes scripts to set up a securities master database with stock and ETF timeseries data

Bitcoin_MACD_Strategy

Bitcoin - MACD Crossover Trading Strategy Backtest

MT4-Execution_Framework

Metatrader 4 Backtest and Execution Framework

FinancialEngineering

Matlab Financial Engineering Toolkit

Structuring_Hedging_HestonModel

Structuring and Hedging of a Partially Principal Protected Note under the Heston Model

blue_magic_portfolio_allocation

Dynamic Recalculations of Weighted Blue Magic Capital Portfolio Allocations (CryptoCurrency)

Bitcoin_Mining_Backtest_Predictions

Bitcoin Mining - Historical Backtest and Future Profit Predictions

Actuarial_Statistics

Project contains multiple smaller subprojects that lie in the domain of non-life insurance actuarial statistics

Blog_Public_GMV

Backtesting a Global Minimum Variance Portfolio in R