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  1. Twitter-Analysis-With-Earning-Event Twitter-Analysis-With-Earning-Event Public

    Analyze twitter sentiments with keywords related to the stock price of the company who is near their earnings events

    Python 5 2

  2. Credit-Spread-Prediction Credit-Spread-Prediction Public

    Credit spread prediction using machine learning method for IAQF Competition

    Jupyter Notebook 5 8

  3. Stock-Price-Shock-By-Earning-Release Stock-Price-Shock-By-Earning-Release Public

    Analyzed the earning events (EPS surprise) effect on stock prices, with stock prices data scraped from Yahoo finance (course project))

    C++ 1 2

  4. Implied-Volatility-Surface Implied-Volatility-Surface Public

    Derive implied volatility curves or surface for a specific ticker

    Python 5

  5. Event-Driven-Backtest-System Event-Driven-Backtest-System Public

    Event driven back-test system testify a trading signal efficiency and avoid many bias compared to other back-test system

    Python 2 2

  6. Finite-Difference-in-Option-Pricing Finite-Difference-in-Option-Pricing Public

    Use the Finite Difference method to price European, American and Bermudan options.

    Jupyter Notebook 20 5