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Siyang Liu's Projects

bagel icon bagel

Codes to replicate analysis in Baker & Gelbach (2020)

barra_cne5 icon barra_cne5

Provide risk forecasts by Barra China Equity Model

baruchcpphw icon baruchcpphw

Homework for Baruch C++ Programming for Financial Engineering Course

bash-scripts icon bash-scripts

A collection of useful bash scripts that I have accumulated

bert icon bert

TensorFlow code and pre-trained models for BERT

bilibili-plus icon bilibili-plus

课程视频、PPT和源代码:侯捷C++系列;台大郭彦甫MATLAB

bootcamp2019 icon bootcamp2019

Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSE Lab Boot Camp 2019

commonownerreplication icon commonownerreplication

Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)

convseg icon convseg

Convolutional neural network and word embeddings for Chinese word segmentation

crosssection icon crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

crosssectiondemos icon crosssectiondemos

Example code of simple things one can do with our open-source asset pricing data

ctptest icon ctptest

用ctp官方接口写的一个简单demo,具备行情、交易、k线数据以及策略功能,可以连接simnow模拟交易

dash_eth icon dash_eth

This project is trying to fetch real time balance & orderbook of ETH and visualise using dash

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