Results
3
repositories owned by
Jerry Xia
AlphaTrading
308
Stars
134
Forks
Watchers
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...
MonteCarlo
97
Stars
53
Forks
Watchers
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
TreasuryFutureTrading
63
Stars
33
Forks
Watchers
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change