rbeeli Goto Github PK
Name: Rino B.
Type: User
Bio: Quantitative Developer
Location: Switzerland, Zurich
Rino B.'s Projects
clickhouse.jl
Julia Lang client for the ClickHouse TCP native protocol
course_modern_econometrics_2020
Files for course "Modern econometric and statistical learning methods forquantitative asset management" at University of Zurich, taught by Prof. Dr. Marc Paolella, 2020.
delaunay_voronoi
Delaunay triangulation and Voronoi diagrams algorithms.
dynamic_conditional_beta
Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.
eth-learning-in-deep-artificial-and-biological-neuronal-networks-2019
Exercise code for lecture "Learning in Deep Artificial and Biological Neuronal Networks" at ETH Zurich, 2019.
ethz-thesis
LaTeX template for a PhD thesis at ETH Zurich
fastback.jl
Blazing fast Julia backtester.
fastbin
Fast binary serialization for C++ and Julia data objects used for IPC and efficient storage.
fastwebsockets
A fast RFC6455 WebSocket implementation
portfolio_optimization_risk_indexation
Portfolio Optimization using different risk indexation techniques.
quantutils.jl
Utility functions commonly used in quantitative finance.
riskperf.jl
Quantitative risk and performance analysis package for financial time series powered by the Julia language.
short-term_momentum_strategy
Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University of Zurich, FS 2018.
simple-binary-encoding
Simple Binary Encoding (SBE) - High Performance Message Codec
spscqueue.jl
Fast single-producer, single-consumer queue implementation in Julia.
streamops.jl
Composable streaming operations for efficient online processing of data streams.
websocketclient-cpp
C++ client library for websockets, optimized for speed.
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