Pinned Repositories
Risk-Parity-and-Beyond
Measured marginal contributions to risk by de-correlating transformation like PCA and alternatives to build Risk Parity strategies.
StatArbLMAR
Implemented a logistic mixture auto-regressive co-integration to model a mixture of random walk and mean-reverting process.
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
HarperGuo's Repositories
HarperGuo/Risk-Parity-and-Beyond
Measured marginal contributions to risk by de-correlating transformation like PCA and alternatives to build Risk Parity strategies.
HarperGuo/StatArbLMAR
Implemented a logistic mixture auto-regressive co-integration to model a mixture of random walk and mean-reverting process.
HarperGuo/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