Jerzy Pawlowski's Projects
algoquant's website on GitHub
alphaModel library
A collection of awesome kramdown goodies for the markdown converter made with ♥ in Vienna ;-)
Course materials for the Data Science Specialization: https://www.coursera.org/specialization/jhudatascience/1
a curated list of R tutorials for Data Science, NLP and Machine Learning
DebugTerminal
An implementation of the Grammar of Graphics in R
Some highcharter examples
R package for high frequency time series data management
Functions for executing trading strategies via the API of Interactive Brokers
Updated repository containing datafeed and strategy
Introduction to R (DataCamp course)
JavaScript code
Open Source version of the GitHub Pages theme, now for Jekyll. Demo at http://pietro.menna.net.br/jekyll-architect-theme/
A general-purpose tool for dynamic report generation in R
kramdown-service gem - kramdown HTTP JSON API service (convert markdown to HTML or LaTeX)
Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)
NYU Tandon lecture slides
Build long/short macro strategy by using 13 ETFs with different models
Magic, madness, heaven, sin
R presentation files (knitr, shiny, etc.)
Python scripts
R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR blogs. My focus will be dynamic Asset Allocation and dynamic Risk Parity algorithms.
Rcpp development code
Source code for the Rcpp Gallery website
Files for my presentation at the Chicago R/Finance Conference 2022-06-03
Prepare your R function library to be compiled into an R package by Roxygen
Utility functions for simplifying financial data management and modeling