Popular repositories Loading

1. PE-HFT-Python PE-HFT-Python Public

   Python library for high frequency portfolio analysis, intraday backtesting and optimization

   Python 65 43

2. PE-HFT-Matlab PE-HFT-Matlab Public

   MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization

   MATLAB 29 18

3. PE-HFT-Java PE-HFT-Java Public

   Java library for high frequency portfolio analysis, intraday backtesting and optimization

   Java 19 13

4. PE-HFT-R PE-HFT-R Public

   R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.

   R 16 7

5. PE-Estim-Matlab PE-Estim-Matlab Public

   MATLAB toolbox for high frequency market microstructure analysis and estimators for price variance, quarticity and noise

   MATLAB 5 7

6. PE-Estim-R PE-Estim-R Public

   R package for high frequency market microstructure analysis and estimators for price variance, quarticity and noise

   R 3 3