Discover @yudai-il Open Source projects

Dai.yu (@yudai-il)

yudai-il

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Global Rank 199,680 (Top 7 %)
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Registered over 6 years ago
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Jupyter Notebook
60.0 %

Python
40.0 %
Location 🇨🇳 China
Country Total Rank 28,726
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Jupyter Notebook
1,313

Python
5,054

High-Frequency

High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)

Multivariate-Markov-Switching-Regressions

Multivariate Markov-Switching Models Regressions Framework

Jupyter Notebook

Information-Shares-Model

Estimate the price discovery mechanism in two related assets (markets) using the Information Shares Model

Jupyter Notebook

RQ_works2

Jupyter Notebook

Fund-Analysis

Building an Fund Analysis Template & Fund Manager behaviour Analysis（Window Dressing/Herding）& Fund family (Star Strategy)