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Geng Xue's Projects

backtesting_strategies icon backtesting_strategies

It is a package of future trading strategies using vn.py as backtesting engine. This is between Dec. 2016 and March 2017.

dianping_spider icon dianping_spider

Using this framework-free spider I crawled 123GB html page from http://www.dianping.com/ and extracted 144 million comment items from it. Then aggregate with restaurant. In the end we only need to process 20 thousand items. This spider was conducted during May 2017.

hack_stuff icon hack_stuff

I was interested in network. This repository includes several script for passive hacking. These are between March. 2017 and April.2017.

insternship-showcase icon insternship-showcase

用于展示薛耕在中科院实习、京东金融实习的部分产出，以及薛耕的三篇论文

internship_spider icon internship_spider

This spider used Scrapy for framework. It crawls internship information from http://www.shixiseng.com/ efficiently. It was conducted at March 35th 2017.

program-trading-exploration icon program-trading-exploration

When I was an intern at Institute of Software Chinese Academy of Sciences. I embodied some trading method of private fund manager. These are conducted between May. 2016 and August. 2016.

pyportfolioopt icon pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

riskfolio-lib icon riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

skfolio icon skfolio

Python library for portfolio optimization built on top of scikit-learn

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