zicheng-he Goto Github PK

bollinger-bands-strategy-in-simulated-market

impact-of-earnings-surprise-on-stock-price-movement

Evaluate the impact of quarterly earnings report (Surprise) on stock price movement

mean-reverting-and-break-out-strategies-on-fx

High-Frequency-Trading Strategies in XAU/USD based on MER (Mean-Reverting) and BO (Break Out)

nlp-sentiment-analysis-on-10-ks

Showing Proportion of Negative Words using both the H4N-INF and FIN-NEG dictionaries, compared with the Term Weighted Negative Words using both the H4N-INF and FIN-NEG dictionaries.

options-pricing-two-assets-correlation-options

To price an exotic option called Two Assets Correlation Call Option

order-sending-timing-with-transaction-cost-analysis

To find out if and when an order should be immediately executed by paying (half) the Bid/Offer spread, i.e, MT. Or if would be economically better to rest this order with the Bid/Offer spread for a period time to achieve possibly a better execution, i.e, OMM.

pca-lstm-in-stock-price-prediction

Stock Price Prediction with PCA and LSTM

strategy-performance-analysis

Visualized performance of Trading strategy.