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Daniel Guttridge's Projects

adv-r icon adv-r

Advanced R programming: a book

algo-trader-tool-suite icon algo-trader-tool-suite

Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms

heston icon heston

Implementations of the Heston stochastic volatility model

highfrequency icon highfrequency

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.

mmstruct icon mmstruct

R package for market microstructure models and data

portalofpi icon portalofpi

PORTAL of Pi - RaspberyPi based PORTAL device. Certified UNIX Network Technicians only!

quantlib icon quantlib

The QuantLib C++ library and extensions

quantmod icon quantmod

Quantitative Financial Modelling Framework

radamant icon radamant

R-Adamant is a collection of functions and algorithms for processing of Financial Time Series, Risk Management and Econometrics.

rods icon rods

This is a R-programming Language script pack that eases R users to import data from Oracle database systems using the common functionalities of RODBC and DBI/ROracle packages without their intricacies.

thesis-r-code icon thesis-r-code

The Explicit Finite Difference Method: Option Pricing Under Stochastic Volatility

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