UePG-21

Quant

UChicagoChicago, IL

Pinned Repositories

Barra-risk-model
Implemented some mathematical processings used in the Barra risk model
Language:Python189
CCA
Self-implemented CCA (Canonical Correlation Analysis)
Language:Python0 1 00
cpp_learn
Language:C++00
futures-backtester
An event-driven backtester framework for futures trading strategies
Language:Python11
GMM-EM
Self-implemented GMM-EM
Language:Python00
gpquant
Mining technical factors based on symbolic regression via genetic algorithm
Language:Python149 2 1051
lasso
Self-implemented LASSO
Language:Jupyter Notebook10
Machine-Learning-Specialization
Language:Jupyter Notebook00
Markov-Chain-Problem-Solver
Solving classic Markov Chain problems
Language:Python01
password-manager
Do not remember the passwords, but know the passwords
Language:Python20

UePG-21's Repositories

UePG-21/gpquant
Mining technical factors based on symbolic regression via genetic algorithm
Language:Python149 2 1051
UePG-21/Barra-risk-model
Implemented some mathematical processings used in the Barra risk model
Language:Python189
UePG-21/password-manager
Do not remember the passwords, but know the passwords
Language:Python20
UePG-21/futures-backtester
An event-driven backtester framework for futures trading strategies
Language:Python11
UePG-21/lasso
Self-implemented LASSO
Language:Jupyter Notebook10
UePG-21/CCA
Self-implemented CCA (Canonical Correlation Analysis)
Language:Python0 1 00
UePG-21/cpp_learn
Language:C++00
UePG-21/GMM-EM
Self-implemented GMM-EM
Language:Python00
UePG-21/Machine-Learning-Specialization
Language:Jupyter Notebook00
UePG-21/Markov-Chain-Problem-Solver
Solving classic Markov Chain problems
Language:Python01