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Popular repositories Loading

  1. Term-Structure-Modeling-Based-On-Adrian-Crump-and-Moench-2013- Term-Structure-Modeling-Based-On-Adrian-Crump-and-Moench-2013- Public

    Research on term structure.

    Jupyter Notebook 2 2

  2. An_analytical_expression_of_conditional_knock_in_probability_with_discrete_monitoring_instants. An_analytical_expression_of_conditional_knock_in_probability_with_discrete_monitoring_instants. Public

    On my recent ideas of star trek

    Python 1

  3. bootstrapping bootstrapping Public

    the class for instantaneous forward rate boostrapping from par swap rates

  4. Pairs_trading Pairs_trading Public

    On the topic of pairs trading using 00905.SH and 00852.SH

    Python 1

  5. Jingxiang_Leetcode_exercise_and_notes Jingxiang_Leetcode_exercise_and_notes Public

    Solutions to the Leetcode Problem Longest Substring Without Repeating Characters (medium)

    Python

  6. Integrated-Efficiency-Indicator-for-ETF-Evaluation Integrated-Efficiency-Indicator-for-ETF-Evaluation Public

    This is a research project I conducted which aims to find the optimal ETF w.r.t. a equity market index taking into consideration liquidity and tracking errors

    Python