Pinned Repositories
Asset-Allocation
Final-Project
Heath-Jarrow-Morton-model
HJM model implemented in C++
HJM
Heath–Jarrow–Morton model
Machine-Learning-for-Algorithmic-Trading-Second-Edition
Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.
Market-Microstructure
Quant-Cheating-Sheets
SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Volatility-Surface
WGAN_financial_time-series
Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Analytics team with ING and University Maastricht.
HongkaiCao's Repositories
HongkaiCao/Market-Microstructure
HongkaiCao/Volatility-Surface
HongkaiCao/Asset-Allocation
HongkaiCao/Final-Project
HongkaiCao/Quant-Cheating-Sheets
HongkaiCao/Heath-Jarrow-Morton-model
HJM model implemented in C++
HongkaiCao/HJM
Heath–Jarrow–Morton model
HongkaiCao/Machine-Learning-for-Algorithmic-Trading-Second-Edition
Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.
HongkaiCao/SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
HongkaiCao/WGAN_financial_time-series
Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Analytics team with ING and University Maastricht.