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Name: Jerry Xia
Type: User
Company: Hanlon Financial System Lab
Bio: Quantitative Finance
Location: Hoboken, NJ
Name: Jerry Xia
Type: User
Company: Hanlon Financial System Lab
Bio: Quantitative Finance
Location: Hoboken, NJ
Performance analysis of predictive (alpha) stock factors
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
wordpress
C++ Logger Singleton
Using CUDA-accelerated Monte Carlo for option pricing. Developing a option pricing system in CUDA.
For the first time we derived a closed form solution for Black-Scholes impled volatility
Solving partial differencial equations using finite elemen method
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
Random proxy middleware for Scrapy
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.