Jerry Xia's repositories
AlphaTrading
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
MonteCarlo
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
TreasuryFutureTrading
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
ExplicitImpliedVolatility
For the first time we derived a closed form solution for Black-Scholes impled volatility
cpp-logger-singleton
C++ Logger Singleton
scrapy-proxies
Random proxy middleware for Scrapy