Steven's repositories
GetGoogleFinance
Get security data from Google in handy pandas DataFrame format.
Mean_Variance_Frontier_BlackLitterman
Calculate mean-variance frontier and simple BlackLitterman approach
Bitcoin_arbitrage
It's a set of arbitrage scripts that I created to make triangular arbitrage. It's no longer profitable.
PutCallParityCheck
Simple check of Put Call Parity.
Language:C++000
Language:C++000
Language:Jupyter Notebook000
Language:Python000
Gap-Option
Analysis of Gap Option Pricing
Language:Matlab000
Language:HTML000
Language:C++000
ML
Machine Learning
Language:Jupyter Notebook000
Monte_Carlo_Simulation
Monte Carlo Simulation.
Language:C++000
notes
Notes
Language:PythonGPL-3.0000
option_delta_tau
Visualizing and Understading Option Delta and Time
Language:HTML000
Language:Matlab000
pt_examples
A set of examples around pytorch in Vision, Text, Reinforcement Learning, etc.
BSD-3-Clause000
rust_ml
rust machline learrning
Language:Rust000
rust_note
rust note
Language:RustGPL-3.0000
Language:RustMIT000
Language:Python000
scratch
temp storage
Language:Jupyter Notebook000
Term_Structure_Nelson_Siegel
Constructing TS with Nelson-Siegel Model (Mathematica)
wondertrader
WonderTrader——量化研发交易一站式框架
MIT000
000