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  • The Hong Kong University of Science and Technology
  • Hong Kong

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  1. fund-performance-evaluation fund-performance-evaluation Public

    Fund performance evaluation, option pricing and hedging, beta calculation

    Jupyter Notebook 3 1

  2. market-microstructure market-microstructure Public

    Course projects of mathematical market microstructure.

    Jupyter Notebook 14 4

  3. quant-strategies-backtesting quant-strategies-backtesting Public

    Quantitative strategies and corresponding backtesting system provided.

    Python 1

  4. reinforcement-learning-in-trading-algorithm reinforcement-learning-in-trading-algorithm Public

    Reinforcement learning in trading algorithms.

    Python

  5. stock-data-extraction-windpy stock-data-extraction-windpy Public

    WindPy is a Python-API of Wind Financial Terminal, giving users access of minute-level data of financial assets.

    Python 3 2