charlesyew Goto Github PK

cool-website

My professional website.

cs-algorithms

A collection of cs algorithm problems from Leetcode.

ml-factor-investing

This repository contains R notebooks going through topics covered in Machine Learning for Factor Investing R Version (Coqueret & Guida, 2021)

options-pricing

Options pricing using analytical and numerical methods - Black Scholes, Monte Carlo & Binomial & Finite Difference Method

portfolio-analysis

In this project, we seek to run through some common portfolio construction and asset allocation strategies to gain some insights into the usefulness of standard measures like sharpe ratio. The end goal is to test such strategies to a sufficient level of rigour that we can convincingly employ them into our portfolio rebalancing pipeline. I will start off by testing my own portfolio and the procedures should be generalizable. Let's get started!

programmingassignment2

Repository for Programming Assignment 2 for R Programming on Coursera

quant-methods-project

random-walk

Analytical and empirical solutions for N-dimensional random walk problems.

time-series-1

A coursework project on restaurant sales forecasting. Coded in R.

volatility-forecasting

Optiver Realized Volatility Prediction competition on Kaggle