Jerry Xia

AlphaTrading. An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

MonteCarlo. A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

TreasuryFutureTrading. A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change

ExplicitImpliedVolatility. For the first time we derived a closed form solution for Black-Scholes impled volatility

CUDA. Using CUDA-accelerated Monte Carlo for option pricing. Developing a option pricing system in CUDA.

EquineTrading. Jupyter Notebook

Python. Jupyter Notebook

GPU-Computing-For-Finance. Cuda

alphalens. Performance analysis of predictive (alpha) stock factors

AlphaWorkspace. openclaw workspace version control, its name is alpha for trading