Rino B. (@rbeeli)
github

rbeeli

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  • Stars
    star
    50
  • Global Rank 341,187 (Top 12 %)
  • Followers 15
  • Following 3
  • Registered over 6 years ago
  • Most used languages
    Julia
         33.3 %
    R
         16.7 %
    HTML
         16.7 %
    MATLAB
         16.7 %
    TeX
         16.7 %
  • Location πŸ‡¨πŸ‡­ Switzerland
  • Country Total Rank 3,142
  • Country Ranking
    Julia
         35
    R
         84
    TeX
         146
    MATLAB
         258
    HTML
         900

Top repositories

1

short-term_momentum_strategy

Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University of Zurich, FS 2018.
R
27
star
2

Fastback.jl

Blazing fast Julia backtester.
Julia
9
star
3

dynamic_conditional_beta

Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.
TeX
7
star
4

portfolio_optimization_risk_indexation

Portfolio Optimization using different risk indexation techniques.
MATLAB
3
star
5

ETH-Learning-in-Deep-Artificial-and-Biological-Neuronal-Networks-2019

Exercise code for lecture "Learning in Deep Artificial and Biological Neuronal Networks" at ETH Zurich, 2019.
HTML
2
star
6

RiskPerf.jl

Quantitative risk and performance analysis package for financial time series powered by the Julia language.
Julia
2
star