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38 followers · 14 following

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Achievement: QuickdrawAchievement: Pair Extraordinairex3Achievement: Pull Sharkx3Achievement: YOLOAchievement: Arctic Code Vault Contributor

Achievements

Achievement: QuickdrawAchievement: Pair Extraordinairex3Achievement: Pull Sharkx3Achievement: YOLOAchievement: Arctic Code Vault Contributor

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tbeason/README.md

I mostly write programs related to finance and financial research.

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  1. FamaFrenchData.jl FamaFrenchData.jl Public

    Julia package providing access to the Fama-French data available on the Ken French Data Library

    Julia 11

  2. NonparametricRegression.jl NonparametricRegression.jl Public

    Simple local constant and local linear regressions in Julia

    Julia 8

  3. DatabentoBinaryEncoding.jl DatabentoBinaryEncoding.jl Public

    Julia implementation of the Databento Binary Encoding (DBN) message encoding and storage format for normalized market data.

    Julia 3 2

  4. DatabentoAPI.jl DatabentoAPI.jl Public

    Julia client for Databento Historical (HTTP) and Live (TCP) market data APIs

    Julia 2