Projects

Analysis Report on Bank of New York Mellon
Analysis of the Bank of New York Mellon from the following aspects, including Company Structure, Market Overview, Performance and Financial Position, Risk Profile and Off-balance Sheet Activities
A Factor-Based Alpha Investment Strategy Using Machine Learning
Trying to find alpha-factors for stock market use Machine Learning and build trading strategy based on the factors we got.
Analysis Report on Robinhood Markets
Analysis the Robinhood Market from the following aspects, include Management, Business, Stock Data, Financial Statements and Valuation
Index Fund Construction
An implement of Subgradient Method in quantitative finance.
Statistical Analysis for Diabetic Retinopathy
Statistical Analysis using Survival Analysis.
Statistical Analysis for New Taipei Housing Litigation
Statistical Analysis using GAM with B-spline.
Stock Selection Alpha-Factor for Chinese Stock Market Based on Sentiment Analysis
An implement of NLP skills in quantitative finance.