Discover @xixi0222 Open Source projects

Xixi Yang (@xixi0222)

xixi0222

Stars
55
Global Rank 319,043 (Top 11 %)
Followers 29
Registered over 5 years ago
Most used languages

Python
62.5 %

TypeScript
12.5 %

Jupyter Notebook
12.5 %

MATLAB
12.5 %
Location 🇨🇳 China
Country Total Rank 34,433
Country Ranking

Jupyter Notebook
1,248

MATLAB
1,816

Python
9,574

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

Quantitative analysis of fundamentals in quarterly reports by Machine Learning

Jupyter Notebook

Find-Alpha-Volatility-Factor

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

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.