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  • 复旦大学
  • 上海

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  1. Black-Litterman-Model Black-Litterman-Model Public

    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. Im…

    Python 3 3

  2. Find-Alpha-Volatility-Factor Find-Alpha-Volatility-Factor Public

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

    Python 12 13

  3. MyCutie-Ionic-App MyCutie-Ionic-App Public

    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。

    TypeScript 1

  4. Quantitative-Analysis-of-Fundamentals-by-Machine-Learning Quantitative-Analysis-of-Fundamentals-by-Machine-Learning Public

    Quantitative analysis of fundamentals in quarterly reports by Machine Learning

    Jupyter Notebook 22 7

  5. Stock-Risk-Return-Analysis Stock-Risk-Return-Analysis Public

    Implement CER Model & Single Index Model with Point Estimation & Interval Estimation. Use Classical method & Non-parametric Bootstrap (Percentile method, T method).

    Python 3 2

  6. Zero-Coupon-Bond-Pricing-by-Monte-Carlo-Simulation Zero-Coupon-Bond-Pricing-by-Monte-Carlo-Simulation Public

    I simulate the CIR85 model and derive Monte Carlo simulation estimates for Zero-Coupon Bond (ZCB) values.

    Python 1 1