yuba316
Strong interest in quantitative trading and data analysis~
New York University, Tandon School of EngineeringNew York
Pinned Repositories
Alpha_Strategy_BackTest_System
A general backtest system for alpha trading strategy
CTP_API
from Thread to real-time update and output future quotes
Default-Probability-with-Black-Cox-Model
Pricing a down-and-out call option with moving barrier in PDE method to calculate the default probability of Dentsply Sirona Inc.
FactorBackTest
my first factor-stock-selecting backtest function
FRE6233
Option Pricing and Stochastic Calculus
FRE6233-final
FRE6233 final exam
OptionBackTest
from for/if/else to my first option back-test function
Pair_Trading_with_Box_Tiao_Decomposition
Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
project
SABR_Volatility_Arbitrage
A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
yuba316's Repositories
yuba316/FactorBackTest
my first factor-stock-selecting backtest function
yuba316/SABR_Volatility_Arbitrage
A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
yuba316/Alpha_Strategy_BackTest_System
A general backtest system for alpha trading strategy
yuba316/OptionBackTest
from for/if/else to my first option back-test function
yuba316/Pair_Trading_with_Box_Tiao_Decomposition
Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
yuba316/CTP_API
from Thread to real-time update and output future quotes
yuba316/Default-Probability-with-Black-Cox-Model
Pricing a down-and-out call option with moving barrier in PDE method to calculate the default probability of Dentsply Sirona Inc.
yuba316/FRE6233
Option Pricing and Stochastic Calculus
yuba316/FRE6233-final
FRE6233 final exam
yuba316/project
yuba316/SABR_Strategy_cpp
Try to rewrite the SABR in c++ for accelerating the calculating process
yuba316/yuba316
my projects on campus