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HaoGuo's Projects

risk-parity-and-beyond icon risk-parity-and-beyond

Measured marginal contributions to risk by de-correlating transformation like PCA and alternatives to build Risk Parity strategies.

statarblmar icon statarblmar

Implemented a logistic mixture auto-regressive co-integration to model a mixture of random walk and mean-reverting process.

wechatforrevocation icon wechatforrevocation

PC端微信小工具:防撤回代码,关键词监听,公众号签到,截图

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