Open-Source Work
David Bookstaber has been writing software since the late 1980s. Most of that has been trading and analysis systems, described under quantitative finance. The repositories below are public tools and demos. His current focus is real-time market-data tooling for Excel. He explains why in Streaming Real-Time Market Data into Excel: Why RTD Beats an API for Analysts.
Selected Repositories
- vscode-outline-plus – a Visual Studio Code extension for navigating code files.
- vba-clean – fixes Excel workbooks with broken VBA by removing compiled P-code.
- tax_tracker – a Python package that characterizes capital gains and qualifies dividends based on trading activity.
- pyballistic – a fork of the py-ballisticcalc point-mass trajectory calculator.
These and other repositories are at github.com/dbookstaber.