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Official version of Rusquant package for R

The Rusquant package by Vyacheslav Arbuzov is a package for interaction with trading API of different exchanges and trading terminals. The package provides access…

researchhub December 21, 2018

Risk management tools based on scaling laws and directional-change intrinsic time

This public GitHub repository has been prepared by Vladimir Petrov, University of Zurich, as part of the European research initiative BigDataFinance 2015–2019,…

researchhub December 16, 2018

Alpha Engine trading algorithm: Limit orders

Here you will find an adapted version of a trading algorithm Alpha Engine for real trading with limit orders made by Vladimir Petrov (Department of Banking and Finance,…

researchhub November 1, 2018