Discover @icezerowjj Open Source projects

Jerry Wang (@icezerowjj)

icezerowjj

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Global Rank 206,630 (Top 8 %)
Followers 29
Following 5
Registered over 9 years ago
Most used languages

Python
75.0 %

C++
25.0 %
Location 🇺🇸 United States
Country Total Rank 44,113
Country Ranking

Python
9,061

MultipleFactorRiskModel

This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total portfolio risk using daily stock data from China.

ShanghaiAuFutures

本课题完成了对5日均线涨跌的预测，运用支持向量机与逻辑回归的机器学习方法

StockPriceCrawler

This Python project scrapes asset information from Investing.com by visiting the websites and crawling it down into SQL with time, ticker and prices as the columns

KalmanFilter

This project is the use of Kalman filter in estimating stock betas

NeuralNetworkStrategies

This project utilizes models of neural network to develop trading strategies based on US stock past performance

HestonModelOptionPricing

This C++ project conducts Monte Carlo Simulation in option pricing based on multi-threading and antithetic control variate to improve the efficiency of both running and estimating

UpperLimitStock

This py file aims at calculating the probability of when the stock reaches 9% price rise within a day it will continue to achieve the upper limit rise in China-10%.

WallStreetJournalCrawler

This is the Python code to automatically scrape Google pages of WSJ articles.