I am familiar with a dozen of programming languages, but I mainly code in R and Python. Most of the packages I develop are based on my papers and conference talks .
GitHub repositories bidask
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices bornrule
Classification with Born’s Rule calculus
High Dimensional Numerical and Symbolic Calculus in R covid19datahub
COVID-19 Data Hub RblDataLicense
R Interface to Bloomberg Data License
R packages bidask
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices calculus
High Dimensional Numerical and Symbolic Calculus in R COVID19
R Interface to COVID-19 Data Hub RblDataLicense
R Interface to Bloomberg Data License yuimaGUI
A Graphical User Interface for the yuima
Package
Python packages bidask
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices bornrule
Classification with Born’s Rule covid19dh
Python Interface to COVID-19 Data Hub