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Haoxuan Zou's Projects

pyqstrat icon pyqstrat

A fast, extensible, transparent python library for backtesting quantitative strategies.

python-geospatial icon python-geospatial

A collection of Python packages for geospatial analysis with binder-ready notebook examples

quantlibpython icon quantlibpython

Example Python scripts for interest rate modelling and QuantLib usage

remark icon remark

Replications and Explorations Made using the ARK

resume icon resume

An elegant \LaTeX\ résumé template

stock-price-predictions icon stock-price-predictions

We compiled the analyst reports from Morningstar for 15 largest companies in retail and technology sector and extracted the specific text. Then extracteed sentiments using VADER general sentiment lexicon and through Loughran and MCdonald financial sentiment lexicon. S&P Capital IQ and Yahoo Finance was also our data source. We applied statistical modeling, both linear and logisitc regressions to predict the percentage change in the stock price from day of publication of report to 3 time periods and our model showed some sigificant results with over 95% accuracy and validated our hypothesis.

thuthesis icon thuthesis

LaTeX Thesis Template for Tsinghua University

tsa icon tsa

The Thalesians' Time Series Analysis (TSA) library

vnpy-zhx icon vnpy-zhx

基于Python的开源量化交易平台开发框架

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