Portfolio optimization with deep learning.

Quantitative Financial Modelling Framework

Crawling, Parsing, Mongo Insertion of financial data for value investing

Fast and efficient computation of rolling and expanding statistics for time-series data.

Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

An R modeling language for convex optimization problems.

Fast rolling and expanding window statistics in [R] using single-pass algorithms