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1. MultipleFactorRiskModel MultipleFactorRiskModel Public

   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.

   Python 73 37

2. HestonModelOptionPricing HestonModelOptionPricing Public

   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

   C++ 3 2

3. KalmanFilter KalmanFilter Public

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

   C++ 3 4

4. NeuralNetworkStrategies NeuralNetworkStrategies Public

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

   Python 2 2

5. StockPriceCrawler StockPriceCrawler Public

   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

   Python 13 2

6. WallStreetJournalCrawler WallStreetJournalCrawler Public

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

   Python 1 1