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Mislav Sagovac's Projects

arbitragelab icon arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

mlr3-supek icon mlr3-supek

Skripte za pokretanje skripte H2_V2 u mlr3 knjižnici na Supeku

momentumzse icon momentumzse

Momemntu strategy for all stocks on Zagreb Stock Exchange (ZSE).

partialar icon partialar

R package for fitting the partially autoregressive model

partialci icon partialci

R package for fitting the partially cointegrated model

rollingwindowms icon rollingwindowms

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

stocksee icon stocksee

This repo enables easy data access for the sample of SEE Europe countries (Croatia, ...).

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