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Commits : Listings

Analyzed about 8 hours ago. based on code collected 1 day ago.
Jul 29, 2024 — Jul 29, 2025
Commit Message Contributor Files Modified Lines Added Lines Removed Code Location Date
Adjust plots and code snippets More... almost 6 years ago
Merge branch '54_algotca' of git://github.com/braverock/blotter into algoTCA/vignette More... almost 6 years ago
Add vignette text, formulas and some examples More... almost 6 years ago
Merge pull request #99 from vi-to/54/AlmgrenChriss More... almost 6 years ago
Add Almgren-Chriss market impact model More... almost 6 years ago
put.portfolio should make sure the correct slots are environments More... almost 6 years ago
Merge pull request #97 from vi-to/54/tca/iStar More... almost 6 years ago
Commit AlgoTCA folder, with R Journal article for GSoC 2019 Algo TCA project work More... almost 6 years ago
Delete 'vignettes' folder More... almost 6 years ago
Update impShortfall example docs More... almost 6 years ago
Add S3 plot method for sensitivity analysis More... almost 6 years ago
Fix overwriting bug in iStarSensitivity More... almost 6 years ago
Cope with "Writing R Extensions" manual suggestions More... almost 6 years ago
Add plot.iStarEst() updated docs More... almost 6 years ago
Adjust plot.iStarEst() and let 'sessions' default to NULL More... almost 6 years ago
Add cost curves S3 plot method More... almost 6 years ago
Enrich iStarPostTrade docs, change a return type More... almost 6 years ago
Add 'paramsInit' param to iStarPostTrade More... almost 6 years ago
Switch RSS with RSE in iStarSensitivity report More... almost 6 years ago
Stop iStarSensitivity reg variables overwriting More... almost 6 years ago
Updated YAML header of algoTCA vignette More... almost 6 years ago
Delete prior vignette built using devtools More... almost 6 years ago
Commit of R Journal Submission template for AlgoTCA vignette More... almost 6 years ago
Correct iStarSensitivity nls formula for fixed a_1 More... almost 6 years ago
Correct iStarSensitivity nls formula for fixed b_1 More... almost 6 years ago
Add iStarPostTrade backdoor to compute I-Star model with provided params More... almost 6 years ago
Correct iStarSensitivity docs More... almost 6 years ago
Add sensitivity analysis via iStarSensitivity() More... almost 6 years ago
Remove a condition on VWAP and Arrival cost More... almost 6 years ago
Solve secMktData and secMktSessions data types riddle More... almost 6 years ago