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shung256's Projects

ai_for_trading icon ai_for_trading

Code repository for projects and exercises of the Udacity nanodegree program <AI for Trading>

algorithmictrading icon algorithmictrading

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.

eigen-portfolio icon eigen-portfolio

Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks to construct an optimized diversified intelligent portfolio.

eigenportfolios icon eigenportfolios

In this project, we will explore the usage of Principal Component Analysis to model market behavior within an industry. Furthermore, we will explore the interpretation of top eigenvectors as portfolios to create trading strategies.

machine-learning-momentum-trading- icon machine-learning-momentum-trading-

Momentum following strategies based on Neural Network Models and optimal execution cost via Implement Shortfall minimization using Volume Predictions and VWAP targeting

ml-basics icon ml-basics

Exercise notebooks for Machine Learning modules on Microsoft Learn

nyu_machine_learning_in_finance icon nyu_machine_learning_in_finance

The specialization provides the knowledge and practical skills necessary to develop a strong foundation on core paradigms of machine learning, with a focus on applications of ML to various practical problems in Finance

quant-trading icon quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

slow-momentum-fast-reversion icon slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

trading-with-momentum icon trading-with-momentum

Implemented a momentum trading strategy and tested if it has the potential to be profitable. I worked with historical data of a given stock universe and generated a trading signal based on a momentum indicator; computed the signal to produce projected returns.

trading-with-momentum-1 icon trading-with-momentum-1

Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable

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