Bernardo Reckziegel (@Reckziegel)
github

Reckziegel

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  • Stars
    star
    39
  • Global Rank 406,458 (Top 15 %)
  • Followers 34
  • Following 165
  • Registered almost 8 years ago
  • Most used languages
    R
         100.0 %
  • Location ๐Ÿ‡ง๐Ÿ‡ท Brazil
  • Country Total Rank 8,450
  • Country Ranking
    R
         47

Top repositories

1

Large-TVP-VAR

Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.
R
13
star
2

FFP

Fully Flexible Probabilities for Stress-Testing and Portfolio Construction
R
9
star
3

uncorbets

Diversification Distribution via Minimum Torsion Bets
R
5
star
4

YahooTickers

Download and Model Stock Index Constituents From Yahoo Finance
R
5
star
5

epo

Enhanced Portfolio Optimization (EPO)
R
2
star
6

PortfolioMoments

R
1
star
7

DynamicStrategies

Convex vs Concave Portfolio Management
R
1
star
8

ggdcr

Download long-term macroeconomic data from GGDC
R
1
star
9

FromQuandl

Download IMF and World Bank `tidy` data From Quandl
R
1
star