R In Finance
This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), and other active portfolio management strategies. The course implements volatility and price forecasting models, asset pricing and factor models, and portfolio optimization. The course applies machine learning techniques, such as backtesting (cross-validation) and parameter regularization (shrinkage).
| Project Name | Stars | Downloads | Repos Using This | Packages Using This | Most Recent Commit | Total Releases | Latest Release | Open Issues | License | Language |
|---|---|---|---|---|---|---|---|---|---|---|
| Rtbarbitrage | 48 | 8 years ago | Python | |||||||
| A framework of statistical arbitrage mining in performance-driven display advertising. | ||||||||||
| Binomialoptmodel | 28 | 6 years ago | mit | Python | ||||||
| A python program to implement the discrete binomial option pricing model | ||||||||||
| Pairtrader | 14 | 8 years ago | 1 | mit | R | |||||
| Web GUI for backtesting pair trading statistical arbitrage portfolio strategies | ||||||||||
| R In Finance | 8 | 6 years ago | 1 | R | ||||||
| This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), and other active portfolio management strategies. The course implements volatility and price forecasting models, asset pricing and factor models, and portfolio optimization. The course applies machine learning techniques, such as backtesting (cross-validation) and parameter regularization (shrinkage). | ||||||||||
| Everything Financial Engineering | 5 | 4 years ago | ||||||||
| Links for the most relevant topics | ||||||||||
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