I am familiar with several programming languages and I mainly code in R and Python. Most of the packages I develop are based on my papers and talks.
GitHub repositories
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bidask | | Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices |
bornrule | | Classification with Born’s Rule |
calculus | | High Dimensional Numerical and Symbolic Calculus in R |
covid19datahub | | COVID-19 Data Hub |
RblDataLicense | | R Interface to Bloomberg Data License |
R packages
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bidask | | Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices |
calculus | | High Dimensional Numerical and Symbolic Calculus in R |
COVID19 | | R Interface to COVID-19 Data Hub |
RblDataLicense | | R Interface to Bloomberg Data License |
yuimaGUI | | A Graphical User Interface for the yuima Package |
Python packages
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bidask | | Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices |
bornrule | | Classification with Born’s Rule |
covid19dh | | Python Interface to COVID-19 Data Hub |
