Justin M. Shea

wooldridge. The official R data package for "Introductory Econometrics: A Modern Approach". A vignette contains example models from each chapter.

ExpectedReturns. HTML

neverhpfilter. R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton

phoenixdown. An R package containing a markdown template for students to prepare the UChicago Graham School Master of Science in Analytics Capstone Project.

StatisticalLearning. Course offered online through Stanford closely following the text "An Introduction to Statistical Learning, with Applications in R" (James, Witten, Hastie, Tibshirani - Springer 2013).

AQRdata. R

RUGtools. R package containing data, functions, reports, and custom R Markdown templates routinely used for organizing the Chicago R user group meetups.

FactorAnalytics. R

CPSenrollment. Exploring enrollment data from the Chicago Public Schools

svm-r-markdown-templates. I have a suite of R Markdown templates for academic manuscripts, beamer presentations, and syllabi. I share them here.

Try-BLIS. This repo contains data, images, and files for building the slides from my talk at R/Finance 2019 on May 17th and Sat`R`day Chicago on 2019-04-27.

Roosevelt-Econ-Panel. Economics Panel Discussion at the annual Roosevelt University American Dream conference

checkmate. Fast and versatile argument checks

quantmod. Quantitative Financial Modelling Framework

jobbR. R wrapper for the Indeed API

TuningSuites. TrionicSuites

FinancialInstrument. R

MBAbook. Code and data for Modern Business Analytics: Practical Data Science for Decision Making

RefinitivR. an R interface to Refinitv Eikon and Refinitiv DataStream

quantstrat. R

eikonapir. R

blotter. blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.