rebeccawing Goto Github PK

back-test-

An internship project: Built a back-testing model containing many critical indexes.

code-in-everyday-life

Include simple code in VBA and MATLAB to simplify my work both in CICC internship and everyday life. Also include my LaTeX files in homework, papers in math modeling contests and so on.

combined-quantitative-models

The Narrow channel break out and shape V strategies combined in an integration. This public repository does not contain anything on back testing and simulation, for I cannot put the result and all optimizations publicly!

cpython

The Python programming language

dynamic-equity-network

This is my undergraduate dissertation aiming for building a A share network. Based on this two-layer network, I will try to explore some finance phenomena such as momentum/reversal effect and industry rotation.

machine-learning-project-on-bitcoin

This is a Deep Learning course project to apply many different models on Bitcoin and corresponding factors to forecast Bitcoin daily return, and finally generate trading strategy.

quantitative-contest

It's an experience in a quantitative contest. We are a team of three members and got first in the Round 3 period in both PnL and Sharpe Ratio. First, the virtual trading system uses Google's gRPC framework. So we wrote scripts to send commands such as orders to this system. Second, we conducted scripts to request virtual market data from this system. Third, we built a data processing class to deal with raw data and make it feasible and standard. Fourth, we wrote separately three high frequency models: RBreaker, Timeselecting( cf my first internship), Dual Thrust strategy. Fifth, we wrote a python file to help control the risk in our tradings.

single-technical-factors-in-finance-market

My second task in my first internship

supply-chain-contagion-effect

time-selecting-model

An internship project: Select time by trend recognition of A-share stock indexes.

web-crawler

I will present my code for some daily web crawlers.

wind-predicting-search

My first research experience