Pinned Repositories
awesome-data
Awesome-data shows most interesting data-source around the financial world!
deep-finance
Datasets, papers and books on AI & Finance.
dengyishuo.github.com
邓一硕的博客
dlsa-public
Deep Learning Statistical Arbitrage
financial-machine-learning
A curated list of practical financial machine learning (FinML) tools and applications in Python.
roywwei's Repositories
roywwei/financial-machine-learning
A curated list of practical financial machine learning (FinML) tools and applications in Python.
roywwei/awesome-data
Awesome-data shows most interesting data-source around the financial world!
roywwei/deep-finance
Datasets, papers and books on AI & Finance.
roywwei/dengyishuo.github.com
邓一硕的博客
roywwei/dlsa-public
Deep Learning Statistical Arbitrage
roywwei/easy-rl
强化学习中文教程，在线阅读地址：https://datawhalechina.github.io/easy-rl/
roywwei/heston
Implementations of the Heston stochastic volatility model
roywwei/housing
roywwei/Quant-Risk-Management
This repository is for functions that I have built in order to calculate option prices, calculate Greeks, compute VaR, and compute Expected shortfall among other quantitative risk measures.
roywwei/QuantInsti-Final-Project-Statistical-Arbitrage
This is the repo for my final QuantInsti Project.
roywwei/R-Finance-Task-View-Supplement
R Finance packages not listed in the Empirical Finance Task View
roywwei/R_scripts
R scripts
roywwei/Running-Hurst-Exponent-on-Raster-time-series-Data-in-R
The changes and persistence of vegetation within the study area was calculated using the Hurst exponent. Hurst exponent was first developed by a British hydrologist, Harold Edwin Hurst, while modelling the optimum dam sizing for the Nile river's volatile rain and drought conditions over a long period of time. The methodology—which has been successf
roywwei/stat_arb
统计套利
roywwei/sturdy_rstudio
Rstudio study and R program
roywwei/torch
R Interface to Torch
roywwei/ttrTests
Standard Backtests for Technical Trading Rules in Financial Data