Jerry Xia

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...

jerryxyx

A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

jerryxyx

A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change

jerryxyx