Useful stuff


Compilation

Material from ARPM bootcamp (2015)

I have attempted to put together all matlab code, publications and slides from Attilio Meucci’s ARPM Bootcamp. The materials are on github. I have also added R code from R-forge meucci package.

Crypto data

Hourly spot price data from Coinbase, along with hourly perpetual (perp), spot, and funding rates from Hyperliquid, are available at this link.

While the data is free, it is currently password-protected to prevent excessive downloads. Please contact me if you would like access.