Repositories
joshuaulrich repositories
Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
This repo contains some codes and outputs of my implementation of DeepLOB model.
R package to set, get, and import global function defaults
R API to Interactive Brokers Trader Workstation
Responsive, simple, clean and content-focused Hugo theme based on the MH Magazine lite WordPress theme
The QuantLib C++ library
R objects with reference semantics
Source code for the RUnit R package
Original RUnit history from https://sourceforge.net/projects/runit/ grafted with current GitHub repo
R package for handling Raven hydrologic modelling framework inputs, outputs, and diagnostics
R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
Convert Rd to roxygen documentation
Rewrite of proftools
Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)
Technical analysis and other functions to construct technical trading rules with R
High performance time series database
TimeBase Crypto Market Data Connectors