Pinned Repositories
AddHansModelToFRE
adding Hans's project to the FRE Platform
Bollinger-Bands-Strategy-In-Simulated-Market
Impact-of-Earnings-surprise-on-stock-price-movement
Evaluate the impact of quarterly earnings report (Surprise) on stock price movement
Mean-Reverting-and-Break-Out-strategies-on-FX
High-Frequency-Trading Strategies in XAU/USD based on MER (Mean-Reverting) and BO (Break Out)
NLP-Sentiment-Analysis-on-10-Ks
Showing Proportion of Negative Words using both the H4N-INF and FIN-NEG dictionaries, compared with the Term Weighted Negative Words using both the H4N-INF and FIN-NEG dictionaries.
Options-Pricing-Two-Assets-Correlation-Options
To price an exotic option called Two Assets Correlation Call Option
Order-sending-Timing-with-Transaction-cost-analysis
To find out if and when an order should be immediately executed by paying (half) the Bid/Offer spread, i.e, MT. Or if would be economically better to rest this order with the Bid/Offer spread for a period time to achieve possibly a better execution, i.e, OMM.
PCA-LSTM-in-stock-price-prediction
Stock Price Prediction with PCA and LSTM
Strategy-Performance-Analysis
Visualized performance of Trading strategy.
Zicheng-He's Repositories
Zicheng-He/PCA-LSTM-in-stock-price-prediction
Stock Price Prediction with PCA and LSTM
Zicheng-He/Mean-Reverting-and-Break-Out-strategies-on-FX
High-Frequency-Trading Strategies in XAU/USD based on MER (Mean-Reverting) and BO (Break Out)
Zicheng-He/Order-sending-Timing-with-Transaction-cost-analysis
To find out if and when an order should be immediately executed by paying (half) the Bid/Offer spread, i.e, MT. Or if would be economically better to rest this order with the Bid/Offer spread for a period time to achieve possibly a better execution, i.e, OMM.
Zicheng-He/Options-Pricing-Two-Assets-Correlation-Options
To price an exotic option called Two Assets Correlation Call Option
Zicheng-He/Bollinger-Bands-Strategy-In-Simulated-Market
Zicheng-He/Impact-of-Earnings-surprise-on-stock-price-movement
Evaluate the impact of quarterly earnings report (Surprise) on stock price movement
Zicheng-He/NLP-Sentiment-Analysis-on-10-Ks
Showing Proportion of Negative Words using both the H4N-INF and FIN-NEG dictionaries, compared with the Term Weighted Negative Words using both the H4N-INF and FIN-NEG dictionaries.
Zicheng-He/Strategy-Performance-Analysis
Visualized performance of Trading strategy.