Blue-Universe's repositories
Time-Series-Analysis-Statistical-Arbitrage
This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
High-Frequency-and-Algo-Trading
This project used light-GBM and LSTM and other models building a high-frequency trading strategy.
Machine-Learning-in-Financial-Engineering
Engineering Updated 2 minutes ago This project conducts various basic machine learning method for financial prediction: Linear Regression, Random Forest, SVM and so on. Deep Learning with Tensor Flow is also conducted.
Data-Science-in-Quantitative-Finance
This repository contains all kinds of data science and machine learning models.