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Name: Whit Armstrong
Type: User
Company: Morgan Stanley Investment Management
Location: Greenwich, CT
Whit Armstrong's Projects
cpp.misc
misc cpp demos
cppbugs
c++ version of BUGS
cppmc
c++ version of PyMC
deathstar
deathstar remote execution / cluster utility for R
deathstar.core
deathstar remote execution / cluster utility
distributed.computing.talk
R/Fin 2013 distributed computing talk
dodeathstar
foreach compatible version of deathstar
enb
Minimum Torsion Bets for Effective Number of Bets and Diversification Distribution
enum_msg
toy example of enums with payloads for FIX protocol
fast.lm
No frills linear regression that's faster than lm.fit
fts
R interface to tslib -- a fast timeseries library
hat
big fuukin hat
ledger.jl
lim.tslib
lim interface for tslib time series library
logiql
a pragmatic implementation of financial modeling
logiql.implementation
mapping logiql to real instruments
multivariate.sv
R interface to multivariate.sv model based loosely on this paper: http://www.rob-mcculloch.org/some_papers_and_talks/papers/working/lopes-mcculloch-tsay.pdf
numeric.traits
Common numeric triats
pl.sim
PnL simulation
pnlsim
pnl backtesting with rust
py.misc
misc python examples
pymc_radon
pymc version of Gelman's radon dataset (http://www.stat.columbia.edu/~gelman/arm/examples/radon)
quantlib
The QuantLib C++ library and extensions
r.tslib.backend
backend data plugin for embedding tslib as an R package
rabstraction
C++ abstractions for R objects
rcppbugs
R interface for CppBugs
rcppbugs.examples
Examples of various rcppbugs models.
rcppredis
R interface to Redis using the hiredis library
redis.jl
A fully-featured Redis client for the Julia programming language
rexcelpoi
write excel files from R with Jakarta POI
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