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ruanjz6235's Projects

abides icon abides

ABIDES: Agent-Based Interactive Discrete Event Simulation

cbond icon cbond

可转债博弈价值分析

krypto-trading-bot icon krypto-trading-bot

Self-hosted crypto trading bot (automated high frequency market making) written in C++

largescalemultifactor icon largescalemultifactor

Use vector to generate large scale factors, and vectorize backtesting. Build a set of factor mining models. Use gpu later.

portfolio_analysis icon portfolio_analysis

style regression(any rolling model with preprocessed feature, including barra, return based style, tm model and non-linear models), holding based attribution, trading based attribution.

resume icon resume

An elegant \LaTeX\ résumé template. 大陆镜像 https://gods.coding.net/p/resume/git

tribeca icon tribeca

A high frequency, market making cryptocurrency trading platform in node.js

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