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  • SCUT
  • Shenzhen, china

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Pinned

  1. RQ_works2 RQ_works2 Public

    Jupyter Notebook 4 8

  2. Fund-Analysis Fund-Analysis Public

    Building an Fund Analysis Template & Fund Manager behaviour Analysis（Window Dressing/Herding）& Fund family (Star Strategy)

    Python 1 1

  3. Multivariate-Markov-Switching-Regressions Multivariate-Markov-Switching-Regressions Public

    Multivariate Markov-Switching Models Regressions Framework

    Jupyter Notebook 9 2

  4. High-Frequency High-Frequency Public

    High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)

    Python 77 39

  5. Pandemic-Bonds-Analysis Pandemic-Bonds-Analysis Public

    Some analysis based on Chinese pandemic Bonds（An new tool to mitigating Cash Crunch）

    HTML 1

  6. Information-Shares-Model Information-Shares-Model Public

    Estimate the price discovery mechanism in two related assets (markets) using the Information Shares Model

    Jupyter Notebook 5 3