jasonstrimpel/High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
Developer Profile
jasonstrimpel
Discovered public repositories for jasonstrimpel in the GitHub catalog.
jasonstrimpel/ibswigsystematicexamples
Automatically exported from code.google.com/p/ibswigsystematicexamples
jasonstrimpel/vagrant-hadoop-spark-cluster
Vagrant project to spin up a cluster of 4 32-bit CentOS6.5 Linux virtual machines with Hadoop v2.6.0 and Spark v1.1.1
jasonstrimpel/optionslib
Public repository.
jasonstrimpel/ProgrammingAssignment2
Repository for Programming Assignment 2 for R Programming on Coursera
jasonstrimpel/datasharing
The Leek group guide to data sharing
jasonstrimpel/datasciencecoursera
Public repository.
jasonstrimpel/pandas
Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more
jasonstrimpel/volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
jasonstrimpel/Fourth-Moment
Code featured on the Fourth Moment blog
jasonstrimpel/covshrink
Python implementation of a sample covariance matrix shrinkage experiment