Discover @wangys96 Open Source projects

Plain Vanilla (@wangys96)

wangys96

Stars
99
Global Rank 209,271 (Top 8 %)
Followers 20
Following 1
Registered about 8 years ago
Most used languages

Python
50.0 %

Jupyter Notebook
33.3 %

C++
16.7 %
Location 🇭🇰 Hong Kong
Country Total Rank 641
Country Ranking

Jupyter Notebook
62

C++
302

Python
364

SVI-Volatility-Surface-Calibration

SVI volatility surface model and an example of China 50ETF option

Jupyter Notebook

Bayesian-Stock-Market-Sentiment

A stock market text sentiment analysis website. A股舆情分析, web-crawler, bayesian algorithm, SQL, django, data-visualization.

Cross-Quantilogram

A quantile dependent method to calculate the correlation between two series.

rqalpha-mod-windportal

RQAlpha 万得数据服务门户(WDS Portal)数据源Mod，使用SQL查询Wind数据库作为行情数据源。

Exotic-Pricing

A collection of derivative pricing module implemented in C++ and Python

6010S-NLP

Jupyter Notebook