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Robert's Projects

courses icon courses

Course materials for the Data Science Specialization: https://www.coursera.org/specialization/jhudatascience/1

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.

learnr icon learnr

Learn R as a programming language

openhft icon openhft

Parent module to include active modules

qix icon qix

Machine Learning、Deep Learning、PostgreSQL、Distributed System、Node.Js、Golang

quantecon.py icon quantecon.py

A community based Python library for quantitative economics

quantlib icon quantlib

The QuantLib C++ library and extensions

rstudio icon rstudio

RStudio is an integrated development environment (IDE) for R

sit icon sit

Systematic Investor Toolkit

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