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Statistical Arbitrage Week1

Posted on 2018-10-12 | In notes
course notes of statistical arbitrage class
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Momentum

Posted on 2018-04-27 | In project , Photo
We are going to replicate the momentum data following the instructions on Kent Daniel’s website.
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VaR Techniques

Posted on 2018-04-22 | In project
Different VaR techniques
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VaR during the 2008 Financial Crisis

Posted on 2018-04-14 | In project

All major banks use Value-at-Risk as a measure of market risk. As part of their disclosure to investors, banks report how they measure and manage market risk, including how they use Value-at-Risk. They also report on how their Value-at-Risk models have performed.

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Market Portfolio

Posted on 2018-04-11 | In project
Using CRSP Data to replicate market return as Kenneth French does.
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Application of Monte Carlo Simulation

Posted on 2018-01-24 | In project
This project is focused on the the application of Monte Carlo Simulations to solve statistical problems in financial engineering.
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Stocks Fundamental Data

Posted on 2018-01-20 | In project
This project is focused on the collection of annual fundamental data for all stocks.
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Inline Latex Cheat Sheet

Posted on 2017-09-28 | In notes
Notes for common use of inline Latex in Markdown.
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Highlight Test

Posted on 2017-07-19 | In Test

This is a highlight test.

Normal block

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alert('Hello World!');
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print 'helloworld'

Highlight block

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alert( 'Hello, world!' );
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print 'helloworld'
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def foo
  puts 'foo'
end
def foo
  puts 'foo'
end
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def foo
  puts 'foo'
end
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#include <iostream>

using namespace std;

void foo(int arg1, int arg2)
{

}

int main()
{
  string str;
  foo(1, 2);
  cout << "Hello World" << endl;
  return 0;
}
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Elements

Posted on 2015-12-24 | In notes

The purpose of this post is to help you make sure all of HTML elements can display properly. If you use CSS reset, don’t forget to redefine the style by yourself.

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Ao Luo

Ao Luo

Personal website to share study notes & projects in Financial Engineering

23 posts
7 categories
33 tags
© 2018 Ao Luo
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