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Christian Jauregui's Projects

badges icon badges

:pencil: Markdown code for lots of small badges :ribbon: :pushpin: (shields.io, forthebadge.com etc) :sunglasses:. Contributions are welcome! Please add yourse!

bashgit icon bashgit

D-Lab's 3 hour introduction to basic Bash commands and Git/GitHub.

bootstrapped icon bootstrapped

Generate bootstrapped confidence intervals for A/B testing in Python.

bvar icon bvar

Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.

curve-building icon curve-building

Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.

dblink icon dblink

Distributed Bayesian Entity Resolution in Apache Spark

ec_141 icon ec_141

Course materials for Ec 141, Econometric Analysis, at UC Berkeley

econtools icon econtools

Econometrics and data manipulation functions.

famafrench icon famafrench

Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud server "wrds-cloud".

fixedincome icon fixedincome

Repository for fixed-income related Jupyter Notebooks and Python scripts.

fpinscala icon fpinscala

Code, exercises, answers, and hints to go along with the book "Functional Programming in Scala"

gitignore icon gitignore

A collection of useful .gitignore templates

gpy icon gpy

Gaussian processes framework in python

ipca icon ipca

Instrumented Principal Components Analysis

isolation-forest icon isolation-forest

A Spark/Scala implementation of the isolation forest unsupervised outlier detection algorithm.

javascript-algorithms icon javascript-algorithms

📝 Algorithms and data structures implemented in JavaScript with explanations and links to further readings

knockknock icon knockknock

🚪✊Knock Knock: Get notified when your training ends with only two additional lines of code

lean icon lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python)

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