ysun94 Goto Github PK

binomial-options-pricing-model

A streamlined take on the original Cox, Ross and Rubinstein method.

bitcoin-abe

Abe: block browser for Bitcoin and similar currencies

blockchain-papers

A curated list of academic blockchain-related papers

bristolstockexchange

BSE is a simple minimal simulation of a limit order book financial exchange

cryptotrading-orderbook

data-and-figure

Simulation data and figures for my PhD thesis

demo

ethereumlab

hexo-starter

kclinformaticsmscprojectlayout

Unofficial layout in LaTex for King's College London MSc Projects

listed-company-news-crawl-and-text-analysis

从新浪财经、每经网、金融界、**证券网、证券时报网上，爬取上市公司（个股）的历史新闻文本数据进行文本分析、提取特征集，然后利用SVM、随机森林等分类器进行训练，最后对实施抓取的新闻数据进行分类预测

lob

Limit order book reconstruction

myquantlib

A library for quantitative finance

nse_sentiment_analysis

A tool that crawls Nairobi Stock Exchange(NSE) Listed Companies' financial news then computes the polarity for that day(Positive, Negative or Neutral).

optionpricing

orderbook

Matching Engine for Limit Order Book

pictures

portfolio-and-risk-management

Finance : Portfolio and Risk Management

portfolio-optimisation-using-monte-carlo-simulation

Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Journal of Finance) is an investment theory based on the idea that risk-averse investors can construct portfolios to optimize or maximize expected return based on a given level of market risk, emphasizing that risk is an inherent part of higher reward. It is one of the most important and influential economic theories dealing with finance and investment. We will use this methodology here for portfolio optimization of Apple, Cisco, IBM and Amazon.

pyethereum

Next generation cryptocurrency network

pyfinance

pylimitbook

Python implementation of fast limit-order book.

python-binance

Binance Exchange API python implementation for automated trading

quantfin

sentiment-analysis-of-financial-news-data

Sentiment Analysis of news on stock prices

serpent

solidity

Solidity, the Contract-Oriented Programming Language

ysun94.github.io

My personal blog