whdhz218218's repositories
Volatility_Trading_Strategies
Two volatility strategies: straddle and historical Vol & Implied Vol comparison implementation
Option_Pricing_with_Monte_Carlo_Simulation
Option Pricing with Monte Carlo Simulation with Middleware and GPU
ALS_Movie_Recommedation_System
ALS movie recommendation system is built based on the MovieLens 265 M dataset in Apache Spark
Credit_Spread_Forecast_with_ML
IAQF Project: Forecast the credit spread with Machine Learning Modeling
High_Frequency_Data_Processing
Convert and merged high frequency trading records from TAQ files to DAT files with developed dbreader, dbprocessor and dbmanager framework
Kmeans_Clustering
Implement the Standard & Modified Lloyd’s Algorithm, which divides generic multidimensional points into k clusters and into clusters with same number of point
Order_Book_Simulation
Simulate an exchange with optimizing data structures that allow quick adding, changing and cancelling orders, sending corresponding messages to clients.
PortfolioOptimizationSamples
Mean-Variance Optimization & Black Litterman implementation of 6 ETFs
Webscripting
Webscript the real-time ETF quote and options data from National Stock Exchange Indian website