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  1. pairs_trading_CME_kdb pairs_trading_CME_kdb Public

    A PCA price projection algorithm using 8 active prices of Eurodollars maturing Mar 2018 through Dec 2019

    R 1

  2. lee-ready_algorithm_TAQ lee-ready_algorithm_TAQ Public

    Code that indexes trades and runs Lee-Ready algorithm for CVS stock'S trade and quote TAQ data

    R 1

  3. phase1phase2Azure phase1phase2Azure Public

    Data Factory repo

  4. Covid-19StockMarket Covid-19StockMarket Public

    Examines the CAPM trend during the corona virus pandemic

    R 1