Enrico Schumann (@enricoschumann)
github

enricoschumann

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  • Stars
    star
    159
  • Global Rank 147,151 (Top 6 %)
  • Followers 40
  • Registered almost 9 years ago
  • Most used languages
    R
         100.0 %
  • Location 🇨🇭 Switzerland
  • Country Total Rank 1,664
  • Country Ranking
    R
         24

Top repositories

1

PMwR

Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
R
60
star
2

NMOF

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
R
36
star
3

tsdb

A terribly-simple data base for time series
R
11
star
4

textutils

R utilities for handling strings and text
R
9
star
5

IButils

R utility functions for the IBrokers package
R
8
star
6

orgutils

R utilities for working with Org files
R
6
star
7

SSRN

Download download statistics. (Not a double-word.)
R
5
star
8

datetimeutils

R utilities for working with dates and times
R
5
star
9

icalutils

R utilities for reading and writing icalendar files
R
3
star
10

bundesbank

R scripts for downloading time-series data from the Bundesbank (German central bank)
R
3
star
11

mailtools

R utilities for handling email
R
3
star
12

plotseries

Time-series plot
R
2
star
13

BISdata

Download datasets from BIS https://www.bis.org/
R
2
star
14

SIC.codes

Look up and search for SIC codes
R
1
star
15

pacificFX

R function for downloading historical FX data from 'Pacific Exchange Rate Service'
R
1
star
16

neighbours

Neighbourhood Functions for Local-Search Algorithms
R
1
star
17

esutils

R
1
star
18

CRSPutils

Utilities for Working with CRSP Data Files
R
1
star
19

SNBdata

Download datasets from the SNB https://www.snb.ch
R
1
star