Quantitative Trading - 1. Introduction
Based on notes of MFIN 7037 Quantitative Trading of HKU.
Based on notes of MFIN 7037 Quantitative Trading of HKU.
Notes for The Power of Macroeconomics: Economic Principles in the Real World from coursera.
Notes for The Power of Macroeconomics: Economic Principles in the Real World from coursera.
A blog post by ‘Group Researches’. In this blog, we summarize our findings on the topic of ‘Analyzing the relationship between tweets about SP500 and the rea...
Notes for MFIN 7036 Fixed Income Securities and Interest Modelling. Also add some important information from other sources.
Use PCA and T-SNE to reduce the dimension of dataset, for better visualization result, as well as better accuracy for machine learning models.
An implementation of Ho-Lee model with Bionimal Tree Framework. It can be used for pricing interest rate derivatives and bonds.
Some notes about different approches for asset pricing.
An advanced Twitter scraping & OSINT tool written in Python that doesn’t use Twitter’s API, allowing you to scrape a user’s followers, following, Tweets ...
Parametic and historical method for calculation of VARs. Both time-independent and time-dependent models are included.
An update and restatement of the mathematical models in the 1996 RiskMetrics Technical Document, now known as RiskMetrics Classic. RiskMetrics Classic was th...
Basic topics of statsitics convered in the HKU stats bootcamp.
Some tricks about mathjax and the block enviroment for theorems, lemmas and proofs, etc.
Anoter book from Michael B. Miller, which is organized around topics in risk management, such as market risk, credit risk and liquidity risk.
Notes for the book by Michael B. Miller. It includes basic concepts in mathemtacs and statistics which are commonly used in the risk mangement process.
Notes for the book by Michael B. Miller. It includes basic concepts in mathemtacs and statistics which are commonly used in the risk mangement process.
Notes for the book by Michael B. Miller. It includes basic concepts in mathemtacs and statistics which are commonly used in the risk mangement process.
Patrick Winston’s How to Speak talk has been an MIT tradition for over 40 years. Offered every January, the talk is intended to improve your speaking ability...
Review for the implementation of machine learning algorithms with python.
Introduction to basic data visualization tools.
Framework for data analysis form IBM certificate corse.
Gradient descent and data parallelism for large scale machine learning problems.
About how to use the collaborative filtering algorithm to build a recommemder system.
Introduction to several useful unsupervised algorithms for clustering, dimensionality reduction and anomaly detection.
The algorithm of SVM for linear classfication. Kernal functions are introduced for the application of SVM in non-linear classfications.
An introductin to evaluating and designing machine learning algorithms. Specifically, we talk about the balance between bias and variances and the learning c...
Problem representation and learning algorithms for neural networks.
A brief introduction to machine learning. Foundamental concepts and algorithms for regression and classification are given.