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2016_fordham_python_seminar

Welcome to the landing page for Fordham University's Python Seminar.

algo-implementations

I implemented several algorithms with Python and R, some of them are about financial engineering and some of them are about computer science

algotrading

Algorithmic Trading, Baruch course project

aqf

aqf-1

金融交易模型

baruch-mfe-lab

Baruch MFE program quant lab

classwork

Classwork containing projects from Computer Science 1, Computer Science 2, Data Structures, Operating System, Network Client-Sever, and Algorithms.

cofe

CoFE: Collaboration in Financial Economics

cqf

Assignments submitted for the Certification in Quantitative Finance (CQF) 2016

cs-books

📚 Computer Science Books 计算机技术类书籍 PDF

cs_30_matlab

All of my files related to Matlab and my Cs 30 Class

data-science-projects

Selected projects from relevant coursework using R

excel-vba-for-creative-problem-solving

Coursera specialisation for Excel-VBA for Creative Problem Solving

financial-programming-python

Optimization: Bisection, Brent method, Muller-Bisection, Newton method, New newton (brent as fill-in), New Harley (brent as fill-in), Halley's irrational formula

homework

Some financial models for students to learn, including different VaR models, Liquidity model and Geske model.

ib

Interactive Broker API

kpca-in-high-frequency-trading

• Partition trading time series data into 30 minutes intervals by picking the mean transaction price and volumes in each interval and compute the log-return (aka ’U sequence’) and write it into a corresponding csv file: JNJ_1004_1015_2010_HFT_30min_.csv • Visualize the high frequency data with PCA by using 2 or 3 PCs: you need to calculate the variance explained ratios for your visualization. • Identify outliers in your PCA analysis • Visualize it by using KPCA and compare its results with those of PCA (you need to at least try two kernels)

march-madness-data-crunch

Data Mining project to determine the probability of winning for a total of 2,278 bracket combinations in the 2017 NCAA March Madness Competition

optiondatagleaner

Acquire option data from web and provide mining and visualization

project_curriculumn

projects from my class

python_fundamentals

Materials from Python seminars given at Fordham University.

quantandfinancial

This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com

r

Exercises with R language (math+statistics)

r-snippet

R 语言常用的 代码片段

r_stat_fin_ml

This directory includes all the R-functions I wrote. Data are included in data_folder

school-project

School project at Fordham MSQF program

selective-learning

A two-step learning method that use probe learning firstly to find and remove outliers, and then use new training set to train and predict

sports-analytics-spring18

stat222-sp500

STAT222, UC Berkeley, 2014

stock

30天掌握量化交易 (持续更新)