Pinned Loading

1. Pairs-Trading-using-Copula Pairs-Trading-using-Copula Public

   This project is to apply Copula Function to pair trading strategy both in American stock market.

   Python 24 14

2. High-frequency-Pairs-trading High-frequency-Pairs-trading Public

   This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-trading

   Python 18 10

3. Machine-Learning Machine-Learning Public

   This is the final project of Machine Learning Course

   Python 1

4. Multifactor-Model-Strategy-based-on-data-mining Multifactor-Model-Strategy-based-on-data-mining Public

   This project aims to find the convincing factors which can describe the movement of stock return based on data mining method

   Python 3 3

5. Optimize-momentum-strategy-with-52-week-high Optimize-momentum-strategy-with-52-week-high Public

   This project aims to optimize momentum trading strategy with 52-week high

   Python 1 1

6. Reprogram-Database-System Reprogram-Database-System Public

   This project is to reprogram the database system of an Investment Management Company.

   Python 2 3