Peng-Liu's repositories
Trading-Interview-Questions
Guide on how to prepare for quant trading roles out of college
AnomaliesPhDModule
Resources for a PhD class module focused on anomalies.
AssayingAnomalies
MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
Autoencoder-Asset-Pricing-Models
Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
Chen-Velikov
Replication code for Chen and Velikov (2021), Zeroing in on the expected returns of anomalies.
Detzel-Novy-Marx-Velikov
Replication code for Detzel, Novy-Marx, and Velikov (2022), Model Comparison with Transaction Costs.
ding_causalInference_python
python implementation of Peng Ding's "First Course in Causal Inference" https://dataverse.harvard.edu/dataset.xhtml?persistentId=doi:10.7910/DVN/ZX3VEV
generative-ai-for-beginners
18 Lessons, Get Started Building with Generative AI 🔗 https://microsoft.github.io/generative-ai-for-beginners/
getfactormodels
Retrieve data for various multi-factor asset pricing models.
GML2023
Graph Machine Learning course, Xavier Bresson, 2023
HSBC-Limit-Order-Book-Data-Project-
This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms (including a CNN and decision tree model) to level-2 limit order book data and creating an accompanying trading strategy that could generate profits in active trading.
Leetcode
🎓Leetcode solutions in Python 📚
LeetCode-Solutions
🏋️ Python / Modern C++ Solutions of All 3118 LeetCode Problems (Weekly Update)
leetcode_qiyuangong
Python & JAVA Solutions for Leetcode
LLMs-from-scratch
Implementing a ChatGPT-like LLM from scratch, step by step
mlcourse
Machine learning course materials.
Moore-Velikov
Replication code for Moore and Velikov (2022), Oil price exposure and the cross section of stock returns
Python-100-Days
Python - 100天从新手到大师
Python-Core-50-Courses
Python语言基础50课
python-deepdive
Python Deep Dive Course - Accompanying Materials
SimpleDarkBlue-BeamerTheme
🫐 SimpleDarkBlue - A simple latex beamer theme.
SimplePlus-BeamerTheme
🍃 SimplePlus - A simple & clear latex beamer theme.
SQL
complete SQL by Mosh
Tidy-finance-with-R-Python-version-
There are codes teanslated from the book named Tidy finance with R to python which you can get from https://www.tidy-finance.org/.
ttml2021fall
DS-GA 3001: Tools and Techniques for Machine Learning (NYU Fall 2021)
udlbook
Understanding Deep Learning - Simon J.D. Prince
WorkingPaperTemplate
WorkingPaperTemplate is a LaTeX template for working papers and presentations.