Xixi Yang's repositories
Quantitative-Analysis-of-Fundamentals-by-Machine-Learning
Quantitative analysis of fundamentals in quarterly reports by Machine Learning
Find-Alpha-Volatility-Factor
Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
Timing-Strategy-of-Stock-Trading
Stock trading using timing strategy (股票的择时交易): mainly use short & long moving average of stock price and also analyze the performance of this strategy.
Black-Litterman-Model
Implement Black-Litterman Model using Python. BL model uses a Bayesian approach to combine the subjective views of an investor for expected returns with the market equilibrium returns of assets. Implement back-test by 10 stocks listed in the US stock market.
Solutions-Coursera-CS229-Machine-Learning
Solutions to Coursera CS229 Machine Learning taught by Andrew Ng
Stock-Risk-Return-Analysis
Implement CER Model & Single Index Model with Point Estimation & Interval Estimation. Use Classical method & Non-parametric Bootstrap (Percentile method, T method).
fucking-algorithm
手把手撕LeetCode题目，扒各种算法套路的裤子。English version supported! Crack LeetCode, not only how, but also why.
MyCutie-Ionic-App
MyCutie，使用Ionic平台混合开发的一个APP，后端使用Bmob后端云和阿里云。
Zero-Coupon-Bond-Pricing-by-Monte-Carlo-Simulation
I simulate the CIR85 model and derive Monte Carlo simulation estimates for Zero-Coupon Bond (ZCB) values.