Financial Data Analysis and Fitting
Analyzing and fitting financial data (stocks, futures, bonds) with computation of various technical indicators
Quantitative Investment Using Wind and MATLAB
Leveraging Wind and MATLAB for quantitative investment across various asset classes including futures, options, stocks, and bonds with practical implementation examples
Futures High-Frequency Data Analysis and Exchange Trading Rules with Algorithmic Direction Detection
Utilizing futures high-frequency market data and exchange trading regulations with the BS (Journal of Finance 1993) methodology to determine high-frequency trading directions and identify long/short position accumulation/liquidation behaviors through quantitative analysis