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QuhiQuhihi/README.md

Hi there 👋

  • 🤔 I’m a graduate school student at Cornell University.

  • 🔭 I worked as Quantitative Researcher at Asset Management Company and Asset Actuary at Insurnace Industry.

  • 🌱 I'm keen on exploring the use of Machine Learning in finance, particularly in the area of systematic investing.

  • 📊 I've been focusing on fixed income and credit investment, utilizing a systematic or machine learning driven approach.

  • ⚡ Fun fact: I love boxing and diving. Dive buddies and sparring partners are always welcome.

  • 💬 Please visit my blog : https://quhiquhihi.github.io/

  • 📫 How to reach me : Use below channels

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  1. Factor-Strategy-for-Corporate-Bond- Factor-Strategy-for-Corporate-Bond- Public

    Empirical research for corporate bond market using multi-factor model and optimization tools

    Jupyter Notebook 4 2

  2. project_Asset_Allocation project_Asset_Allocation Public

    quantitative asset allocation strategy

    Jupyter Notebook 19 5

  3. project_FICC_Quant project_FICC_Quant Public

    modeling FICC market with QuantLib

    Jupyter Notebook 20 7

  4. Famma-French-Factors-with-Sector-ETF Famma-French-Factors-with-Sector-ETF Public

    Decomposing sector ETFs with Famma French multi factors

    Jupyter Notebook 3 2

  5. Measuring-PE-investment-performance Measuring-PE-investment-performance Public

    Measuring private investment performance

    Jupyter Notebook 1

  6. regime_model regime_model Public

    detecting regime of financial market

    Jupyter Notebook 31 11