Seeking Alphas in Random Walk.
Research Fellow @ Columbia & Fields Instittute |
CS @ UofT |
AI Researcher, Quant, Photographer.
Highlights
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etccapital/MultiFactor
etccapital/MultiFactor PublicBuilt a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and…
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ExtrinsicGJMSOperators
ExtrinsicGJMSOperators PublicFormalization of higher order extrinsic GJMS operators.
Lean
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