Skip to content
View WencaiZheng's full-sized avatar
🎯
Focusing
🎯
Focusing

Block or report WencaiZheng

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Pinned Loading

  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 6