Greetings, I'm Victor Xiao. 👋
Feel free to reach out to me on :)
Name: Victor Xiao
Type: User
Bio: MSFE @ Columbia Business School | Computer Science and Finance Economics @ UofT | Focus: Asset Pricing & Machine Learning.
Location: Toronto
Feel free to reach out to me on :)
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Derivative work from literature review on topics of Deep CNN and image-recognition, intending to serve as potential benchmark alpha for the research project developed. The underlying logic and technique follows through with the attached abstract.
吴恩达老师的机器学习课程个人笔记
AEM 7130: Dynamic Optimization/Computational Methods
This repository features ongoing research and relative preparation for the honor thesis in microeconomics at University of Toronto
Algorithms and Models Implementation for introductory courses to Machine Learning. Features Linear Regression, K-Nearest Neighbor, Linear Classifier with Logistic Regression, SVM, NeuralNet and Reinforcement Learning.
Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.
- Researching and Modelling new indicators in macroeconomic trend, market sentiment, business cycle and technological shocks. - Deploys SOTA machine learning models in analysis of textual information such as economic policy statement, financial news report, equity research report. For Prof.Alexopoulos and Prof.Andritsos at UofT
Online Portfolio Selection toolbox
A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.
QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权/港股/虚拟货币 数据/回测/模拟/交易/可视化 纯本地PAAS量化解决方案
Derivative work from literature review on topics of SVM and genetic-coded algorithm, intending to serve as alternative alpha for the research project developed under ETC Investment Group, Academy Division. The underlying logic and technique follows through with the attached abstract.
This repository mostly features various tools that intends to improve workflow or advances personal skillsets. It is a collection of notes, codes and relevant files that does not have a uni-focus, but rather, just random tools I learned through the journey of a algorithm-engineer/quant investor. Most materials is derivative works of my own from team study with DataWhale China
Collection of algorithms for online portfolio selection
文言文編程語言 A programming language for the ancient Chinese.
Python wrapper for yahoo finance api v8.
Zipline, a Pythonic Algorithmic Trading Library
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.