This repository contains my quantitative research projects, organized by asset class and strategy type.
- Single_Factor_Analysis.ipynb
- Equity-Industry_Resonance_and_Momentum_Model.ipynb
- From High-Frequency Price Patterns to Momentum-Chasing Factors.ipynb
- Alpha_Information_in_Volume_Spikes.ipynb
- Tidal_Patterns_in_Stock_Volume_and_Tide_Factor_Construction.ipynb
- Sector_Rotation_Strategy_Driven_by_Effective_Price-Volume_Factors.ipynb
- Key_Market_Timing_Momentum_Strategy.ipynb
- Portfolio_ICIR_Optimization.ipynb
- Volume-Weighted_Reversal_Strategy_for_Index_ETFs.ipynb
- Option_Volatility_Surface_Construction_in_Python.ipynb
- Enhancing_Trading_Strategies_with_Bayesian_Optimization.ipynb