https://github.com/rbeeli/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.

fund hedge momentum reversal strategy trading

Last synced: 22 Apr 2025

https://github.com/rbeeli/fastback.jl

Blazing fast Julia backtester.

analytics backtesting investing julia performance portfolio risk strategy trading

Last synced: 05 Mar 2026

https://github.com/rbeeli/dynamic_conditional_beta

Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.

Last synced: 01 Mar 2026

https://github.com/rbeeli/Fastback.jl

Blazing fast Julia backtester.

analytics backtesting investing julia performance portfolio risk strategy trading

Last synced: 31 Mar 2025

https://github.com/rbeeli/riskperf.jl

Quantitative risk and performance analysis package for financial time series powered by the Julia language.

analysis econometrics finance investing julia performance quantitative risk series time trading

Last synced: 14 Mar 2025

https://github.com/rbeeli/portfolio_optimization_risk_indexation

Portfolio Optimization using different risk indexation techniques.

Last synced: 22 Apr 2025

https://github.com/rbeeli/websocketclient-cpp

A transport-agnostic, high-performance, header-only C++23 WebSocket client library with minimal dependencies.

Last synced: 21 Apr 2026

https://github.com/rbeeli/streamops.jl

Composable operations for efficient online processing of realtime data streams using directed graphs.

graph julia online processing realtime streaming

Last synced: 14 Apr 2026

https://github.com/rbeeli/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.

Last synced: 02 Mar 2026

https://github.com/rbeeli/posixipc.jl

Fast single-producer, single-consumer queue implementation in Julia.

Last synced: 25 Feb 2026

https://github.com/rbeeli/timestamps64.jl

Julia Dates compatible UNIX timestamps with nanoseconds precision based on Int64 storage type.

chrono datetime epoch high-resolution julia nanoseconds precision timestamp unix

Last synced: 07 Feb 2026

https://github.com/rbeeli/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.

Last synced: 31 Jan 2026

https://github.com/rbeeli/delaunay_voronoi

Delaunay triangulation and Voronoi diagrams algorithms.

Last synced: 19 Jun 2026

https://github.com/rbeeli/natsclient-cpp

An easy-to-use C++20 client for NATS based on the official C client library.

Last synced: 12 May 2025

https://github.com/rbeeli/quantutils.jl

Utility functions commonly used in quantitative finance.

Last synced: 02 Aug 2025

https://github.com/rbeeli/fastbin

Fast binary serialization for C++ and Julia data objects used for IPC and efficient storage.

Last synced: 23 Jul 2025