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Yang-Boyu

bradleyboyuyang

Quantitative Researcher

@point72
New York

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Jupyter Notebook55%Python18%C++9%q9%Shell9%

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Top Repositories

Repositories

12
BR
bradleyboyuyang/ML-HFT

High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

Jupyter Notebook558128Updated 3 years ago
deep-learningfutureshigh-frequency-tradingmachine-learningorderbook-imbalanceorderbook-tick-data
BR
bradleyboyuyang/Trading-System

An asynchronous low-latency trading system

C++6317Updated 1 year ago
algorithmic-tradingasynchronousclient-serverhigh-performancelow-latencymultithreadingreal-timeservice-oriented-architecturesockettrading-systems
BR
bradleyboyuyang/Optimal-Hedging

Delta hedging under SABR model

Jupyter Notebook4612Updated 1 year ago
delta-hedginghedging-strategyimplied-volatilitymodel-calibrationnonlinear-optimizationsabr-model
BR
bradleyboyuyang/Empirical-Finance

Fama-French models, idiosyncratic volatility, event study

Jupyter Notebook345Updated 3 years ago
capmefficient-frontierempirical-financeevent-studiesfama-macbethinvestment-analysismultifactor-model
BR
bradleyboyuyang/Portfolio-Optimization

Dynamic portfolio optimization

Jupyter Notebook329Updated 2 years ago
backtestingmarkowitz-portfolioportfolio-managementportfolio-optimization
BR
bradleyboyuyang/Statistical-Arbitrage

High-frequency statistical arbitrage

Jupyter Notebook25157Updated 2 years ago
backtesting-frameworksblack-scholesbrownian-motionhigh-frequency-tradingoption-greeksornstein-uhlenbeck-processpairs-tradingstatistical-arbitragevasicekwiener-process
BR
bradleyboyuyang/Binance-Arbitrage

Binance cash-and-carry arbitrage bot

Python7733Updated 3 years ago
arbitrage-botarbitrage-tradingautomated-trading-botbinancebitcoincash-and-carrycryptocurrencytrading-bot
BR
bradleyboyuyang/STAT4012-Deep-Learning

Celebrity face recognition using MTCNN and FaceNet

Jupyter Notebook61Updated 3 years ago
deep-learningface-detectionface-recognitionfacenetkerasmachine-learningmtcnn
BR
bradleyboyuyang/FTEC5530-Algo-Trading

Algorithmic trading scripts using Q/kdb+

q219Updated 3 years ago
algorithmic-tradingkdb-qtechnical-analysistransaction-cost-analytics
BR
bradleyboyuyang/5G-SLA-Simulation

Service level agreement simulation for 5G network based on queueing systems.

Python83Updated 3 years ago
5g-simulationdeficit-round-robinevent-simulationsimportance-samplinglaplace-transformservice-level-agreementstatic-priority-schedulingstochastic-simulationweighted-fair-queueing
BR
bradleyboyuyang/dotfiles

My configuration files

Shell00Updated 1 year ago
BR
bradleyboyuyang/bradleyboyuyang

Github profile

00Updated 2 years ago

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