icezerowjj Goto Github PK

followers: 29.0 following: 5.0 repos: 9.0 gists: 0.0

Name: Jerry Wang

Type: User

Bio: Quant developer. An unstoppable learner of programming.

Location: Singapore

Jerry Wang's Projects

csapp-lab

:trollface: "Computer Science, a programmer's perspective 3th edition" lab code

hestonmodeloptionpricing

This C++ project conducts Monte Carlo Simulation in option pricing based on multi-threading and antithetic control variate to improve the efficiency of both running and estimating

kalmanfilter

This project is the use of Kalman filter in estimating stock betas

multiplefactorriskmodel

This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total portfolio risk using daily stock data from China.

neuralnetworkstrategies

This project utilizes models of neural network to develop trading strategies based on US stock past performance

shanghaiaufutures

本课题完成了对5日均线涨跌的预测，运用支持向量机与逻辑回归的机器学习方法

stockpricecrawler

This Python project scrapes asset information from Investing.com by visiting the websites and crawling it down into SQL with time, ticker and prices as the columns

upperlimitstock

This py file aims at calculating the probability of when the stock reaches 9% price rise within a day it will continue to achieve the upper limit rise in China-10%.