Bryan Chen's repositories
Empirical-Evidence-for-the-LogReturn-Independent-Normal-Hypothesis
This code uses the evidence from a stock in China's A-share market to show why we often assume the logarithmic return is independent normal.
Language:Jupyter Notebook000
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Introduction-to-Annualized-Volatility
Most of the descriptions about Annualized Volatility on the Internet seem confusing and lack clear definition. This is a brief introduction and simulation about it.
Language:Jupyter Notebook000
SpecArt-copy
A tactical game about transaction and speculation.
Language:PythonGPL-2.0000
Language:PythonMIT000