xixi0222/Find-Alpha-Volatility-Factor

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Python
Created almost 5 years ago
Updated over 3 years ago

xixi0222/Find-Alpha-Volatility-Factor

xixi0222

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Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.

Quantitative-Analysis-of-Fundamentals-by-Machine-Learning

Quantitative analysis of fundamentals in quarterly reports by Machine Learning

Jupyter Notebook

Timing-Strategy-of-Stock-Trading

Stock trading using timing strategy (股票的择时交易): mainly use short & long moving average of stock price and also analyze the performance of this strategy.

Solutions-Coursera-CS229-Machine-Learning

Solutions to Coursera CS229 Machine Learning taught by Andrew Ng

Black-Litterman-Model

Implement Black-Litterman Model using Python. BL model uses a Bayesian approach to combine the subjective views of an investor for expected returns with the market equilibrium returns of assets. Implement back-test by 10 stocks listed in the US stock market.

Stock-Risk-Return-Analysis

Implement CER Model & Single Index Model with Point Estimation & Interval Estimation. Use Classical method & Non-parametric Bootstrap (Percentile method, T method).

MyCutie-Ionic-App

MyCutie，使用Ionic平台混合开发的一个APP，后端使用Bmob后端云和阿里云。

Zero-Coupon-Bond-Pricing-by-Monte-Carlo-Simulation

I simulate the CIR85 model and derive Monte Carlo simulation estimates for Zero-Coupon Bond (ZCB) values.