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@PortfolioEffect

PortfolioEffect

High Frequency Portfolio Analytics

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

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

    Python 66 41

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

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

    MATLAB 30 19

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

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

    Java 20 11

  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

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