Pinned

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 11 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