- Joshua Ulrich
- http://about.me/joshuaulrich
- josh.m.ulrich@gmail.com
- 456
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joshuaulrich
R's data.table package extends data.frame. More info:
Fast hashing functions and replacement of match()
Datetime functionality from the C API for R
R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
The QuantLib C++ library
Content presented at the Saint Louis R User Group
Just a redirect to blog.fosstrading.com
A Robust, High Performance JSON Parser and Generator for R
Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)
Visualize R profiling data
Quantitative Financial Modelling Framework
Technical analysis and other functions to construct technical trading rules with R
Extensible time series class that provides uniform handling of many R time series classes by extending zoo.
Infrastructure to accurately measure and compare the execution time of R expressions
R API to Interactive Brokers Trader Workstation
R implementation of Ralph Vince's Leverage Space Portfolio Model
Supplementary xts functionality, and development platform for GSoC projects
Basic tools for option contract manipulation and visualization in R
Nanosecond Resolution Extensible S3 Datetimes
Convert R objects to/from various binary formats
R package providing annotators and a tidy data model for natural language processing
R package to set, get, and import global function defaults
Command-line interface description language for R (http:docopt.org)
R/foreach Redis backend for parallel computing
Goodness-of-fit functions for comparison of simulated and observed hydrological time series
Time Series Management, Analysis and Interpolation for Hydrological Modelling
OPENTICK SERVICE NO LONGER EXISTS! Native R interface to opentick real time and historical market data
R objects with reference semantics
Rewrite of proftools
R client for Redis
Source code for the RUnit R package
Original RUnit history from https://sourceforge.net/projects/runit/ grafted with current GitHub repo
Classes and methods for spatio-temporal data
Universal time class handling using ISO8601 formating conventions
My work for R language package xts during session of Google Summer of Code 2013.
Docker for rchk
Shell and application settings and configurations
Tools for using R with Travis (http://travis-ci.org) -- see this page for more
LaTeX cheat sheet