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  1. Reinforcement_Learning_to_Pairs_Trading Reinforcement_Learning_to_Pairs_Trading Public

    A reinforcement learning solution to e a pairs trading strategy whose goal is to maximize the profit generated by trading co-integrated cryptocurrencies.

    Jupyter Notebook 3 2

  2. Markowitz_Model Markowitz_Model Public

    Constructed a portfolio optimization solver and performed backtesting to assess the performance the Markowitz Model

    C++ 1

  3. Twitter_Analysis_for_Earning_Release Twitter_Analysis_for_Earning_Release Public

    Event impact on stock prices with twitter analysis

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  4. 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 or EOD Historical Data.

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  5. Genetic_Algorithm_for_Portfolio_Selection Genetic_Algorithm_for_Portfolio_Selection Public