Joshua Ulrich

quantmod. Quantitative Financial Modelling Framework

TTR. Technical analysis and other functions to construct technical trading rules with R

xts. Extensible time series class that provides uniform handling of many R time series classes by extending zoo.

microbenchmark. Infrastructure to accurately measure and compare the execution time of R expressions

IBrokers. R API to Interactive Brokers Trader Workstation

lspm. R implementation of Ralph Vince's Leverage Space Portfolio Model

rfimport. getSymbols() reboot

xtsExtra. Supplementary xts functionality, and development platform for GSoC projects

stl-rug. Content presented at the Saint Louis R User Group

freddy-mcfredface. All FRED series IDs and descriptions

fosstrading. R

settings-configs. Shell and application settings and configurations

rchk-docker. Docker for rchk

rfinanceconference. Files from the old R/Finance conference website

ftblog. Code and data used in FOSS Trading blog posts

Rblpapi. R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/

colorout. Colorize R output in terminal emulators

greeks. Basic tools for option contract manipulation and visualization in R

tinytest. A lightweight, no-dependency, but full-featured package for unit testing in R

RavenR. R package for handling Raven hydrologic modelling framework inputs, outputs, and diagnostics

prrd. Parallel Running of Reverse Depends

apreshill. Personal website of Alison Presmanes Hill

DeepLOB-Model-Implementation-Project. This repo contains some codes and outputs of my implementation of DeepLOB model.

stl_rug_08072019. St. Louis R users group August 7, 2019

TimebaseCryptoConnectors. TimeBase Crypto Market Data Connectors

blog2md. Convert Blogger & Wordpress backup blog posts to hugo compatible markdown documents

joshuaulrich. HTML

TimebaseWS. TimeBase REST/WS backend

TimeBaseCommons. Java

r-tseries-patterns. trend / momentum and other patterns in financial timeseries

QuantLib. The QuantLib C++ library

Rd2roxygen. Convert Rd to roxygen documentation

fosstrading-www. Just a redirect to blog.fosstrading.com

rchitect. Interoperate R with Python

Mainroad. Responsive, simple, clean and content-focused Hugo theme based on the MH Magazine lite WordPress theme

ntime. Nanosecond Resolution Extensible S3 Datetimes

TimeBase. High performance time series database