Quick info
Andrey Kostin has worked on 2 packages so far. In total, Andrey Kostin has worked with 15 other authors on those packages. Impressive teamwork!
Packages overview
Package details
| PortfolioEffectEstim | High Frequency Price Estimators by PortfolioEffect Andrey Kostin , Aleksey Zemnitskiy , Oleg Nechaev |
| PortfolioEffectHFT | High Frequency Portfolio Analytics by PortfolioEffect Andrey Kostin , Aleksey Zemnitskiy , Oleg Nechaev , Craig Otis , others , Daniel Lemire , Muraoka Taro , others , Joe Walnes , Jorg Schaible , others , Dain Sundstrom , Extreme! Lab , Indiana University , The Apache Software Foundation , Google , Inc. , Free Software Foundation |