c3qian

Continuous-time-Portfolio-Optimization

This repo contains replication code for Wang and Forsyth(2010) and Cong and Oosterlee(2016)

Extract-Data-From-FR

HFT-via-SVM

This repo contains my python replication for Kercheval et al. (2015)

Machine-Learning-and-Porfolio-Optimization

This repo contains the replication details for paper Ban et al (2018)

Multi-period-mean-variance-model-via-Monte-Carlo-simulation

Here is my python implementation for paper Cong and Oosterlee(2016)

Numerical-PDE

Numerical Method for solving PDEs

Optical-Character-Recognition

Part of the code in a research project

OrderImbalance

Order Imbalance Strategy in High Frequency Trading

Pricing-Financial-Derivatives-

Here are some examples that i create to price derivatives for personal exercises

Quantum-Computing

Here are part of the code used in my Honours thesis(Quantum Computing)

c3qian/Continuous-time-Portfolio-Optimization

This repo contains replication code for Wang and Forsyth(2010) and Cong and Oosterlee(2016)

c3qian/Numerical-PDE

Numerical Method for solving PDEs

c3qian/Extract-Data-From-FR

c3qian/HFT-via-SVM

This repo contains my python replication for Kercheval et al. (2015)

c3qian/Machine-Learning-and-Porfolio-Optimization

This repo contains the replication details for paper Ban et al (2018)

c3qian/Multi-period-mean-variance-model-via-Monte-Carlo-simulation

Here is my python implementation for paper Cong and Oosterlee(2016)

c3qian/Optical-Character-Recognition

Part of the code in a research project

c3qian/OrderImbalance

Order Imbalance Strategy in High Frequency Trading

c3qian/Pricing-Financial-Derivatives-

Here are some examples that i create to price derivatives for personal exercises

c3qian/Quantum-Computing

Here are part of the code used in my Honours thesis(Quantum Computing)

c3qian/research_public

Quantitative research and educational materials

c3qian/Stocks

Contain stock data

c3qian/tcapy

Open source TCA (transaction cost analysis) Python library for FX spot