Projects in Awesome Lists by enricoschumann
A curated list of projects in awesome lists by enricoschumann .
https://github.com/enricoschumann/pmwr
Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
accounting backtesting backtesting-trading-strategies equity-trading financial-data financial-portfolio-management r
Last synced: 22 Apr 2025
https://github.com/enricoschumann/nmof
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
black-scholes differential-evolution genetic-algorithm grid-search heuristics implied-volatility local-search optimization particle-swarm-optimization r simulated-annealing threshold-accepting
Last synced: 21 Jul 2025
https://github.com/enricoschumann/tsdb
A terribly-simple data base for time series
Last synced: 22 Apr 2025
https://github.com/enricoschumann/textutils
R utilities for handling strings and text
Last synced: 22 Apr 2025
https://github.com/enricoschumann/ibutils
R utility functions for the Interactive Brokers TWS API
ib-api interactive-brokers r twsapi
Last synced: 07 Jul 2025
https://github.com/enricoschumann/orgutils
R utilities for working with Org files
Last synced: 04 Jul 2025
https://github.com/enricoschumann/datetimeutils
R utilities for working with dates and times
calendar date datetime datetimeutils timezone
Last synced: 22 Apr 2025
https://github.com/enricoschumann/ssrn
Download download statistics. (Not a double-word.)
Last synced: 01 Sep 2025
https://github.com/enricoschumann/icalutils
R utilities for reading and writing icalendar files
Last synced: 07 Jul 2025
https://github.com/enricoschumann/bundesbank
R scripts for downloading time-series data from the Bundesbank (German central bank)
Last synced: 22 Apr 2025
https://github.com/enricoschumann/sic.codes
Look up and search for SIC codes
Last synced: 24 Feb 2025
https://github.com/enricoschumann/bisdata
Download datasets from BIS https://www.bis.org/
Last synced: 14 Jun 2025
https://github.com/enricoschumann/neighbours
Neighbourhood Functions for Local-Search Algorithms
algorithms local-search machine-learning neighbourhood-functions neighbours simulated-annealing subset-selection threshold-accepting
Last synced: 24 Feb 2025
https://github.com/enricoschumann/crsputils
Utilities for Working with CRSP Data Files
Last synced: 24 Feb 2025
https://github.com/enricoschumann/pacificfx
R function for downloading historical FX data from 'Pacific Exchange Rate Service'
Last synced: 24 Feb 2025
https://github.com/enricoschumann/nethacklogfiles
Read logfiles of the ancient game of Nethack.
Last synced: 24 Feb 2025
https://github.com/enricoschumann/taskwarrior.utils
Utilities for Handling Taskwarrior Data
Last synced: 14 Jun 2025
https://github.com/enricoschumann/runstats
Running Statistics of Numeric Vectors
Last synced: 24 Feb 2025
https://github.com/enricoschumann/gitsync
Git-based R utility for syncing directories
Last synced: 30 Jul 2025
https://github.com/enricoschumann/orgutils.py
orgutils (based on R package orgutils)
Last synced: 24 Feb 2025
https://github.com/enricoschumann/password
R function for creating random passwords of letters, numbers and punctuation
Last synced: 21 Aug 2025
https://github.com/enricoschumann/newsrss
Utilities to convert an R package NEWS file to an RSS feed
Last synced: 24 Feb 2025
https://github.com/enricoschumann/perl6.form
Format Strings with Perl6::Form
Last synced: 19 Jul 2025
https://github.com/enricoschumann/snsfdatasets
Download datasets from the Swiss National Science Foundation
Last synced: 12 Apr 2025
https://github.com/enricoschumann/snbdata
Download datasets from the SNB https://www.snb.ch
Last synced: 24 Feb 2025