QiutingWang / Quantitative-Finance

Quantitative-Finance

Fundamental Analysis

Financial statements, Economics, and Industry related.

• Sector Rotation Stategy

Factor Investing

• Fama-French three factors

Portfolio Management and Optimization

• CAPM

Risk Management

• VaR

CTA(Commodity Trading Advisor)

• Double Moving Average
• Tutle Trading
• Grid Trading

FOF(Fund of Funds)

• Merrill Lynch Investment Clock
• Momentum Investing
• Reversal Effect
• Dollar-Cost Averaging Strategy
• Time-diversification strategy

Low Frequency Prediction

HFT(High Frequency Trading)

• Market Making
• Event Arbitrage
• Index Arbitrage
• Statistical Arbitrage

Timing

• RSRS
• CSVC

Natural Language Processing Related

• Sentiment Analysis
• Text Mining with Financial Statements

Machine Learning and Deep Learning Related

• Decision Tree
• Random Forest
• Regression
• Feature Engineering
• Time Series Analysis
• RNN
• LSTM
• GRU

Quantative Trading

• Pairs Trading
• Backtesting

Database and Programming Skills

• SQL
• MongoDB
• Python
• R
• C++
• VBA
• MATLAB ...

Useful Platform

• JoinQuant
• BigQuant
• myquant ...