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maxclchen's Projects

cfrm-460-homework icon cfrm-460-homework

Repository to store my CFRM 460 (Mathematical Methods for Computational Finance) Homework at the University of Washington in Winter Quarter 2016.

chan-quant icon chan-quant

Repository with R code developed for studying the quantitative analysis book by Ernie Chan

chowtest icon chowtest

Python package to test for structural breaks at a specified date using the Chow Test.

comp4332 icon comp4332

HKUST COMP4332 Spring 2019 Project Repository

copulae icon copulae

Multivariate data modelling with Copulas in Python

course_codes icon course_codes

VNPY 2020 Python数字货币量化交易视频教程课程代码和资料

cqf icon cqf

This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.

crypto icon crypto

experiments with crypto trading

crypto_algo_trading icon crypto_algo_trading

This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in Deribit and BitMex.

cryptoscalping icon cryptoscalping

High Performance Crypto Scalping Infrastructure and Market Making Engine Developed in Go.

dash_eth icon dash_eth

This project is trying to fetch real time balance & orderbook of ETH and visualise using dash

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