Plain Vanilla (wangys96)

wangys96

Geek Repo

Company:HKUST

Location:Hong Kong

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Plain Vanilla's repositories

SVI-Volatility-Surface-Calibration

SVI volatility surface model and an example of China 50ETF option

Language:Jupyter NotebookStargazers:53Issues:1Issues:0

Bayesian-Stock-Market-Sentiment

A stock market text sentiment analysis website. A股舆情分析, web-crawler, bayesian algorithm, SQL, django, data-visualization.

Cross-Quantilogram

A quantile dependent method to calculate the correlation between two series.

Language:PythonLicense:MITStargazers:17Issues:2Issues:1

Exotic-Pricing

A collection of derivative pricing module implemented in C++ and Python

Language:C++License:MITStargazers:6Issues:1Issues:0

rqalpha-mod-windportal

RQAlpha 万得数据服务门户(WDS Portal)数据源Mod,使用SQL查询Wind数据库作为行情数据源。

Language:PythonLicense:Apache-2.0Stargazers:6Issues:1Issues:0
Language:Jupyter NotebookStargazers:1Issues:0Issues:0