Jerry Wang's repositories
MultipleFactorRiskModel
This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total portfolio risk using daily stock data from China.
StockPriceCrawler
This Python project scrapes asset information from Investing.com by visiting the websites and crawling it down into SQL with time, ticker and prices as the columns
ShanghaiAuFutures
本课题完成了对5日均线涨跌的预测，运用支持向量机与逻辑回归的机器学习方法
KalmanFilter
This project is the use of Kalman filter in estimating stock betas
HestonModelOptionPricing
This C++ project conducts Monte Carlo Simulation in option pricing based on multi-threading and antithetic control variate to improve the efficiency of both running and estimating
NeuralNetworkStrategies
This project utilizes models of neural network to develop trading strategies based on US stock past performance
UpperLimitStock
This py file aims at calculating the probability of when the stock reaches 9% price rise within a day it will continue to achieve the upper limit rise in China-10%.
WallStreetJournalCrawler
This is the Python code to automatically scrape Google pages of WSJ articles.