Kevin Lu's Projects
Exploratory bitcoin-related code.
Exploratory model used to predict bitcoin price using momentum and machine learning techniques.
A system to identify interesting cryptocurrency price movements.
Systematic detection of equities exhibiting momentum characteristics.
Collection of cryptographic hash function scripts.
Code used in Kaggle competitions.
Proof of concept cointegration-based spread trading strategy applied to the foreign exchange market.
This repository contains code used for my blog.