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  • Morgan Stanley Investment Management
  • Greenwich, CT

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Achievement: Pair ExtraordinaireAchievement: Starstruckx2Achievement: Pull Sharkx2Achievement: Arctic Code Vault Contributor

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  • cpp.misc Public

    misc cpp demos

    C++ MIT License Updated Sep 3, 2022

  • enum_msg Public

    toy example of enums with payloads for FIX protocol

    Rust MIT License Updated Jan 20, 2022

  • py.misc Public

    misc python examples

    Python MIT License Updated Jan 18, 2022

  • unifieddbi Public

    a unified database interface for R

    C++ 5 1 Updated Jan 25, 2021

  • pnlsim Public

    pnl backtesting with rust

    Rust Updated Mar 26, 2020

  • schedulemaster-data-scripts Public

    export and clean up the Schedulemaster data

    R Updated Nov 23, 2019

  • CppBugs Public

    c++ version of BUGS

    C++ 30 5 Updated Oct 31, 2019

  • Ledger.jl Public

    Julia Updated May 9, 2019

  • fts Public

    R interface to tslib -- a fast timeseries library

    C++ 10 4 Updated Mar 25, 2019

  • rcppredis Public

    Forked from eddelbuettel/rcppredis

    R interface to Redis using the hiredis library

    C GNU General Public License v2.0 Updated Oct 24, 2018

  • vectorfun Public

    numeric range / vector functions and utils

    C++ MIT License Updated Feb 5, 2018

  • numeric.traits Public

    Common numeric triats

    C++ MIT License Updated Feb 5, 2018

  • Redis.jl Public

    Forked from JuliaDatabases/Redis.jl

    A fully-featured Redis client for the Julia programming language

    Julia Other Updated Dec 11, 2017

  • logiql Public

    a pragmatic implementation of financial modeling

    C++ GNU Lesser General Public License v3.0 Updated Feb 16, 2017

  • tslib Public

    a time series library in c++

    C++ 38 58 GNU General Public License v3.0 Updated Oct 22, 2016

  • Rs3cmd Public

    R Bindings for s3cmd

    R 4 1 Updated Feb 18, 2016

  • enb Public

    Minimum Torsion Bets for Effective Number of Bets and Diversification Distribution

    R 1 Updated Feb 2, 2016

  • logiql.implementation Public

    mapping logiql to real instruments

    C++ GNU General Public License v3.0 Updated May 15, 2015

  • rabstraction Public

    C++ abstractions for R objects

    C++ 2 Updated Jul 14, 2014

  • quantlib Public

    Forked from lballabio/quantlib-old

    The QuantLib C++ library and extensions

    C++ Updated Feb 19, 2014

  • Rexcelpoi Public

    write excel files from R with Jakarta POI

    C++ 3 1 Updated Nov 1, 2013

  • doDeathstar Public

    foreach compatible version of deathstar

    R Updated Oct 4, 2013

  • rrcov Public

    Armadillo version of rrcov from http://cran.r-project.org/web/packages/rrcov/index.html

    R 1 1 Updated Jul 24, 2013

  • distributed.computing.talk Public

    R/Fin 2013 distributed computing talk

    C++ Updated May 16, 2013

  • deathstar Public

    deathstar remote execution / cluster utility for R

    R 2 Updated May 13, 2013

  • rcppbugs.examples Public

    Examples of various rcppbugs models.

    R 2 Updated Nov 30, 2012

  • rcppbugs Public

    R interface for CppBugs

    C++ 15 5 Updated Sep 22, 2012

  • multivariate.sv Public

    R interface to multivariate.sv model based loosely on this paper: http://www.rob-mcculloch.org/some_papers_and_talks/papers/working/lopes-mcculloch-tsay.pdf

    C++ 1 Updated May 17, 2012

  • deathstar.core Public

    deathstar remote execution / cluster utility

    C++ 2 Updated May 4, 2012

  • pl.sim Public

    PnL simulation

    C++ 1 Updated Mar 21, 2011