PortfolioEffect
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PE-HFT-Python
PE-HFT-Python PublicPython library for high frequency portfolio analysis, intraday backtesting and optimization
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PE-HFT-Matlab
PE-HFT-Matlab PublicMATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization
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PE-HFT-Java
PE-HFT-Java PublicJava library for high frequency portfolio analysis, intraday backtesting and optimization
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PE-Estim-Matlab
PE-Estim-Matlab PublicMATLAB toolbox for high frequency market microstructure analysis and estimators for price variance, quarticity and noise
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PE-Estim-R
PE-Estim-R PublicR package for high frequency market microstructure analysis and estimators for price variance, quarticity and noise
Repositories
- PE-HFT-Python Public
Python library for high frequency portfolio analysis, intraday backtesting and optimization
PortfolioEffect/PE-HFT-Python’s past year of commit activity - PE-HFT-Java Public
Java library for high frequency portfolio analysis, intraday backtesting and optimization
PortfolioEffect/PE-HFT-Java’s past year of commit activity - PE-Estim-Matlab Public
MATLAB toolbox for high frequency market microstructure analysis and estimators for price variance, quarticity and noise
PortfolioEffect/PE-Estim-Matlab’s past year of commit activity - PE-HFT-Matlab Public
MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization
PortfolioEffect/PE-HFT-Matlab’s past year of commit activity - PE-Estim-R Public
R package for high frequency market microstructure analysis and estimators for price variance, quarticity and noise
PortfolioEffect/PE-Estim-R’s past year of commit activity