| Logo | Description |
|---|---|
my crypto2-package to retrieve
survivorship bias free cryptocurrency data from
coinmarketcap.com | |
my ffdownload-package to retrieve
research data from
Kenneth French's famous website |
R-packagesmy rafe-package to judge return forecasts by the
economic damage their errors cause rather than by their size, accompanying our paper
Lost in Translation? | |
my eventclock-package to measure
information time around scheduled events from traded event probabilities | |
my databentoR-package, an
R client for the
Databento historical and reference market data API | |
my rqmoms-package to calculate
option-implied moments according to
Grigory Vilkov's python package |
Habilitation, 2024
University of Liechtenstein
PhD Economics, 2015
University of Innsbruck
MSc Business Admin., 2007
University of Innsbruck
MSc Techn. Mathematics, 2007
University of Innsbruck