Mr.Tian's starred repositories
netsci-project
Network Analysis for Financial Markets
LSTM-Stock-Prediction
Day-Trading algorithm using LSTM to predict intraday stock movement
project-based-learning
Curated list of project-based tutorials
MarkowitzPortfolioOptimization
Computing a solution for the optimal mean-variance tradeoff (maximising Sharpe Ratio) of a portfolio according to MPT.
pymarkowitz
Mean Variance (Markowitz) Portfolio Optimization and Beyond
factor_attribution
Factor based portfolio risk decomposition using 8 factor model
Portfolio-Optimization
Built a portfolio optimization algorithm to maximize expected returns on a combination of stocks using live feeds and historical data from yahoo finance using regression models, matrix transformations and principal component analysis. Designed a model to predict the performance of the portfolio based on multiple factors such as market returns, volatility, GDP and inflation
MPT_BlackLitterman
Implementation of Modern Portfolio Theory and Black Litterman Model
BlackLitterman
Implementation of the famous Black-Litterman model in Jupyter notebook
trading-strategy
Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges
Quantitative-Momentum
Quantitative Momentum Strategy Algorithm
Momentum-Strategy
Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel
Canonical-Correlation-Analysis
A simple assignment applying Canonical Correlation Analysis method for two group of variables, diet and economic sector.
multivariate-statistics
Case Study in ranking U.S. cities based on a single linear combination of rating variables. Dimensionality techniques used in the analysis are Principal Component Analysis (PCA), Factor Analysis (FA), Canonical Correlation Analysis (CCA)
Regression_Classification
Linear, Ridge Regression, QDA, LDA
Rstatistics
linear regression rstudio
Machine-Learning-Models
Decision Trees, Random Forest, Dynamic Time Warping, Naive Bayes, KNN, Linear Regression, Logistic Regression, Mixture Of Gaussian, Neural Network, PCA, SVD, Gaussian Naive Bayes, Fitting Data to Gaussian, K-Means
Machine-Learning-Projects
Machine Learning studies at Brandeis University, with my best friends Ran Dou, Tianyi Zhou, Dan Mduduzi, Siyan Lin.
KNN_RStudio
Analysis of prostate cancer using KNN algorithm in RStudio