François de Ryckel's repositories
ifitwala_ed
A school dedicated frappe app
machinelearningwithr
A book about machine learning in R
Shiny_Portfolio
Portfolio Management
stat_rethinking_2022
Statistical Rethinking course winter 2022
ifitwala_ed_documentation
Documentation for the ifitwala_ed Frappe app
covid-blog-posts
A series of blog posts about modeling the COVID-19 epidemic using the SIR model
Cpp-Fundamentals
Hit the ground running with C++
facility_management
ERPNext App for Facility Management
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
FiniteDifference_Pricing
Pricing derivatives using the explicit finite-difference method
Option-Pricing
In this repository, I have incorporated some of my projects involving pricing of financial derivative products such as options. I went through the implementation of Option Pricing Algorithms using Binomial Tree lattice methods, Finite Difference, Monte Carlo simulation, and Black Scholes option pricing formula. In addition, I have included an algor
Option-Pricing2
Continuous-Time Finance - Put Option Pricing & Implicit Finite Difference Method
Quantitative-Trading-Strategy-Based-on-Machine-Learning
Firstly, multiple effective factors are discovered through IC value, IR value, and correlation analysis and back-testing. Then, XGBoost classification model is adopted to predict whether the stock is profitable in the next month, and the positions are adjusted monthly. The idea of mean-variance analysis is adopted for risk control, and the volatility of the statistical benchmark index (HS300 Index) is used as a threshold for risk control. Back-testing results: the annual return rate is 11.54%, and the maximum drawdown is 17.91%.
WER
Weekly Energy Report