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Hi there 👋


  • 🔭 I’m currently working for GF Futures Co., Ltd. as a option market maker.
  • 🌱 I’m currently learning option implied volatility modelling, quantitative financial researching and C/C++ programming in GNU/Linux.
  • 📫 You can reach me in email or repository issues.

Jincheng GONG's Projects

aofts3rd_python icon aofts3rd_python

Reproducing Ruey S. Tsay - Analysis of Financial Time Series, Third Edition (2010) in Python.

copula-toolbox icon copula-toolbox

Copula toolbox based on Patton's handbook toolbox was revised by Jincheng Gong. Now, it is suitable for Matlab R2022a. But I don't know whether the old version can be used to process this toolbox. I recommond the users to install the latest version of Matlab.

tvp-var-sv icon tvp-var-sv

I revised the TVP-VAR-SV model developed by Nakajima(2011), which adapted with Matlab R2022a now.

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