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Oleg Komarov


Active since 2009

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

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  • 12 Month Streak
  • Thankful Level 3
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  • Personal Best Downloads Level 2
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  • 5-Star Galaxy Level 5
  • GitHub Submissions Level 3
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Content Feed

Submitted


okomarov/ginicoeff
A measure of statistical dispersion

etwa 4 Jahre ago | 2 downloads |

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

etwa 4 Jahre ago | 1 download |

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

etwa 4 Jahre ago | 3 downloads |

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Submitted


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

mehr als 4 Jahre ago | 1 download |

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okomarov/wrds
Matlab API to WRDS and SAS data sets

mehr als 4 Jahre ago | 3 downloads |

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Submitted


okomarov/schemaball
Plot correlation matrix as a schemaball

mehr als 4 Jahre ago | 2 downloads |

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

fast 5 Jahre ago | 3 downloads |

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Submitted


okomarov/clusterreg
OLS regression with clustered standard errors

fast 5 Jahre ago | 5 downloads |

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okomarov/getSubclasses
List subclasses and their dependency graph

etwa 5 Jahre ago | 1 download |

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

etwa 6 Jahre ago | 3 downloads |

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Submitted


nanfillts
Fill consecutive NaNs with last available value

etwa 6 Jahre ago | 1 download |

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Submitted


okomarov/ismemberb
Ismember with reduced memory footprint through block processing

etwa 6 Jahre ago | 1 download |

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Submitted


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

etwa 7 Jahre ago | 1 download |

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Submitted


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

fast 8 Jahre ago | 2 downloads |

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Submitted


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

etwa 8 Jahre ago | 0 downloads |

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Submitted


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

mehr als 9 Jahre ago | 1 download |

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

fast 10 Jahre ago | 3 downloads |

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Submitted


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

etwa 11 Jahre ago | 5 downloads |

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Submitted


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

mehr als 11 Jahre ago | 2 downloads |

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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.

mehr als 11 Jahre ago | 2 downloads |

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

mehr als 11 Jahre ago | 2 downloads |

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

fast 12 Jahre ago | 3 downloads |

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

etwa 12 Jahre ago | 8 downloads |