luyongxu

Data scientist at @coinmetrics-io. Former analyst at global macro hedge fund. Interested in systematic, quantitative, and algorithmic investing.

New York, NY

Pinned Repositories

bitcoin-exploratory
Exploratory bitcoin-related code.
Language:R1 1 02
bitcoin-momentum
Exploratory model used to predict bitcoin price using momentum and machine learning techniques.
Language:R4 2 02
crypto-alert
A system to identify interesting cryptocurrency price movements.
0 1 00
ebb
Systematic detection of equities exhibiting momentum characteristics.
Language:R1 2 01
hash
Collection of cryptographic hash function scripts.
Language:R1 1 00
kaggle
Code used in Kaggle competitions.
Language:R1 1 01
signalplot
This repository contains code used for my blog.
Language:R85 20 228

luyongxu's Repositories

luyongxu/signalplot
This repository contains code used for my blog.
Language:R85 20 228
luyongxu/bitcoin-momentum
Exploratory model used to predict bitcoin price using momentum and machine learning techniques.
Language:R4 2 02
luyongxu/bitcoin-exploratory
Exploratory bitcoin-related code.
Language:R1 1 02
luyongxu/ebb
Systematic detection of equities exhibiting momentum characteristics.
Language:R1 2 01
luyongxu/hash
Collection of cryptographic hash function scripts.
Language:R1 1 00
luyongxu/kaggle
Code used in Kaggle competitions.
Language:R1 1 01
luyongxu/crypto-alert
A system to identify interesting cryptocurrency price movements.
0 1 00
luyongxu/pairs-trading
Proof of concept cointegration-based spread trading strategy applied to the foreign exchange market.
Language:R1 02
luyongxu/pairstrading
Language:HTML1 01