Popular repositories Loading

1. Time-Series-Analysis-Statistical-Arbitrage Time-Series-Analysis-Statistical-Arbitrage Public

   This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.

   Jupyter Notebook 60 15

2. Machine-Learning-in-Financial-Engineering Machine-Learning-in-Financial-Engineering Public

   Engineering Updated 2 minutes ago This project conducts various basic machine learning method for financial prediction: Linear Regression, Random Forest, SVM and so on. Deep Learning with Tensor F…

   Jupyter Notebook 1

3. High-Frequency-and-Algo-Trading High-Frequency-and-Algo-Trading Public

   This project used light-GBM and LSTM and other models building a high-frequency trading strategy.

   1

4. Data-Science-in-Quantitative-Finance Data-Science-in-Quantitative-Finance Public

   This repository contains all kinds of data science and machine learning models.

   Jupyter Notebook

5. Java-Naive-Demo Java-Naive-Demo Public