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lukai's Projects

201804_barrafactors icon 201804_barrafactors

Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.

alphatrading icon alphatrading

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.

aosabook icon aosabook

The Architecture of Open Source Applications

awesome-bits icon awesome-bits

:computer: A curated list of awesome bitwise operations and tricks

awesome-cheatsheets icon awesome-cheatsheets

超级速查表 - 编程语言、框架和开发工具的速查表,单个文件包含一切你需要知道的东西 :zap:

awesome-courses icon awesome-courses

:books: List of awesome university courses for learning Computer Science!

awesome-r icon awesome-r

A curated list of awesome R packages, frameworks and software.

barra-model icon barra-model

An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.

barra_cne5 icon barra_cne5

Provide risk forecasts by Barra China Equity Model

barra_model icon barra_model

This is an internship project aiming to make Attribution Analysis for general equity funds in China market

barracuda icon barracuda

BarraCUDA (Beginner's Analytic Research and Rendering Architecture) will be a small-scale homebrew supercomputer designed around the NVIDIA CUDA architecture. The project is meant to serve as a platform for researchers to develop parallel-programming skills, as well as deploy really cool modelling programs.

bios8366 icon bios8366

Advanced Statistical Computing at Vanderbilt University's Department of Biostatistics

bitcoin icon bitcoin

Bitcoin Core integration/staging tree

bqplot icon bqplot

Plotting library for IPython/Jupyter Notebooks

c4 icon c4

C in four functions

capsnet-tensorflow icon capsnet-tensorflow

A Tensorflow implementation of CapsNet(Capsules Net) in Hinton's paper Dynamic Routing Between Capsules

ccxt icon ccxt

A JavaScript / Python / PHP cryptocurrency trading API with support for more than 120 bitcoin/altcoin exchanges

cjsonfiles icon cjsonfiles

cJSON是C语言中的一个JSON编解码器,非常轻量级,C文件只有500多行,速度也非常理想。

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