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  1. SABR_Volatility_Arbitrage SABR_Volatility_Arbitrage Public

    A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model

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  2. FactorBackTest FactorBackTest Public

    my first factor-stock-selecting backtest function

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  3. Pair_Trading_with_Box_Tiao_Decomposition Pair_Trading_with_Box_Tiao_Decomposition Public

    Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading

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    from for/if/else to my first option back-test function

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  5. Alpha_Strategy_BackTest_System Alpha_Strategy_BackTest_System Public

    A general backtest system for alpha trading strategy

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  6. yuba316 yuba316 Public

    my projects on campus

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