Pinned Repositories
dianping_spider
Using this framework-free spider I crawled 123GB html page from http://www.dianping.com/ and extracted 144 million comment items from it. Then aggregate with restaurant. In the end we only need to process 20 thousand items. This spider was conducted during May 2017.
Backtesting_Strategies
It is a package of future trading strategies using vn.py as backtesting engine. This is between Dec. 2016 and March 2017.
Hack_Stuff
I was interested in network. This repository includes several script for passive hacking. These are between March. 2017 and April.2017.
Insternship-Showcase
用于展示薛耕在中科院实习、京东金融实习的部分产出，以及薛耕的三篇论文
Internship_Spider
This spider used Scrapy for framework. It crawls internship information from http://www.shixiseng.com/ efficiently. It was conducted at March 35th 2017.
Program-Trading-Exploration
When I was an intern at Institute of Software Chinese Academy of Sciences. I embodied some trading method of private fund manager. These are conducted between May. 2016 and August. 2016.
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
PytorchGeometricTutorial
Pytorch Geometric Tutorials
Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
skfolio
Python library for portfolio optimization built on top of scikit-learn
EthanXue301's Repositories
EthanXue301/skfolio
Python library for portfolio optimization built on top of scikit-learn
EthanXue301/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
EthanXue301/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
EthanXue301/PytorchGeometricTutorial
Pytorch Geometric Tutorials
EthanXue301/Insternship-Showcase
用于展示薛耕在中科院实习、京东金融实习的部分产出，以及薛耕的三篇论文
EthanXue301/dianping_spider
Using this framework-free spider I crawled 123GB html page from http://www.dianping.com/ and extracted 144 million comment items from it. Then aggregate with restaurant. In the end we only need to process 20 thousand items. This spider was conducted during May 2017.
EthanXue301/Backtesting_Strategies
It is a package of future trading strategies using vn.py as backtesting engine. This is between Dec. 2016 and March 2017.
EthanXue301/Internship_Spider
This spider used Scrapy for framework. It crawls internship information from http://www.shixiseng.com/ efficiently. It was conducted at March 35th 2017.
EthanXue301/Program-Trading-Exploration
When I was an intern at Institute of Software Chinese Academy of Sciences. I embodied some trading method of private fund manager. These are conducted between May. 2016 and August. 2016.
EthanXue301/Hack_Stuff
I was interested in network. This repository includes several script for passive hacking. These are between March. 2017 and April.2017.