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Oleg Komarov


Actif depuis 2009

PhD in Financial Economics at Imperial College London.
Professional Interests: asset management, big data, systematic trading strategies, financial modelling

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  • GitHub Submissions Level 3
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A soumis


okomarov/ginicoeff
A measure of statistical dispersion

plus de 6 ans il y a | 1 téléchargement |

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okomarov/metastockread
Read metastock files (master, emaster, xmaster and .dat/.mwd)

plus de 6 ans il y a | 1 téléchargement |

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okomarov/TidyCode
Improve readability of your code and keep it tidy

plus de 6 ans il y a | 1 téléchargement |

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okomarov/tableutils
Fixes some methods of the table() class and extends it with additional features

environ 7 ans il y a | 1 téléchargement |

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okomarov/wrds
Matlab API to WRDS and SAS data sets

environ 7 ans il y a | 1 téléchargement |

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okomarov/schemaball
Plot correlation matrix as a schemaball

environ 7 ans il y a | 2 téléchargements |

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okomarov/passfield
Password dialog and masked edit box uicontrol for passwords

plus de 7 ans il y a | 2 téléchargements |

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okomarov/clusterreg
OLS regression with clustered standard errors

plus de 7 ans il y a | 1 téléchargement |

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okomarov/getSubclasses
List subclasses and their dependency graph

plus de 7 ans il y a | 1 téléchargement |

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okomarov/importFrenchData
Download data from Kenneth French Data Library, e.g. Fama and French factors

plus de 8 ans il y a | 2 téléchargements |

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nanfillts
Fill consecutive NaNs with last available value

plus de 8 ans il y a | 1 téléchargement |

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okomarov/ismemberb
Ismember with reduced memory footprint through block processing

plus de 8 ans il y a | 1 téléchargement |

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Programmatically scroll Variables Editor
Opens a variable in the Variables Editor (grabs focus if open) and scrolls to position.

plus de 9 ans il y a | 3 téléchargements |

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FINDSEQ
Find sequences of repeated (adjacent/consecutive) numeric values. NaNs and Infs are supported.

plus de 10 ans il y a | 7 téléchargements |

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Trim leading/trailing repeated values
Numeric vector/2D matrix. Trims leading, trailing or both sides; operates columnwise or row-wise.

plus de 10 ans il y a | 2 téléchargements |

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Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures
My dissertation for the MSc in Finance & Economics from Warwick Business School

environ 12 ans il y a | 1 téléchargement |

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regstats2
Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model.

plus de 12 ans il y a | 2 téléchargements |

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Set functions with multiple inputs
Intersectm, ismemberm, setdiffm, setxorm, unionm with multiple inputs. Ex: intersectm(a,b,c,…).

plus de 13 ans il y a | 3 téléchargements |

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WWW.RANDOM.ORG random integers/sequences/strings
Get true random integers, sequences or strings

presque 14 ans il y a | 2 téléchargements |

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Display ws variables size in KB, MB or GB
Displays with appropriate unit of data storage. Sorting by size/name (non c.sensitive) is supported.

environ 14 ans il y a | 1 téléchargement |

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Pivot/unPivot
Group a flat dataset into pivot table and unpivot it back

environ 14 ans il y a | 3 téléchargements |

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MS SQL JDBC connection
Establishes JDBC connection to MS SQL Easier to use than "database(…)" NEW! Windows authentication

plus de 14 ans il y a | 3 téléchargements |

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Heteroskedasticity test
White, White special case and Breush-Pagan tests. Stat TB needed: regstats and chi2cdf.

plus de 14 ans il y a | 9 téléchargements |