This is a simple `print`

function overwritten so that you can specify different colors in Terminal outputs.

## ColorPrint: Print Colorfully in Python

Nov 9, 2018#TechThis is a simple

`print`

function overwritten so that you can specify different colors in Terminal outputs.## C++ Key Points

Sep 3, 2018#TechThis is the first post of my ambitious plan trying to enumerate as many key points about the C++ language as I can. These notes are only for personal reviewing purposes and shall

**definitely**be used commercially by anyone interested. Just please comment below for any missing C++ syntax or features. 👍🏻## Cryptocurrency Arbitrage: One More Strategy

Jul 27, 2018#Tech## Pythonic Swapping: How and Why

Jul 12, 2018#Tech## Time Synchronization on Amazon EC2

Jul 12, 2018#TechMy trading bot just ceased this morning from its loyal 24/7 service. It's running on an Amazon EC2 server with

`Ubuntu 16.04`

and I'm sure this time I'm not having an unpaid-bill issue any more. After some time digging I think I finally figure out the cause of this unexpected strike -- asynchronism.## A Photo Taken at Giethoorn

Jul 11, 2018#Life## LDA and R-MDA

May 29, 2018#TechThis is a note of Linear Discriminant Analysis (LDA) and an original Regularized Matrix Discriminant Analysis (R-MDA) method proposed by Jie Su et al, 2018. Both methods are suitable for efficient multiclass classification, while the latter is a state-of-the-art version of the classical LDA method s.t. data in matrix forms can be classified without destroying the original structure.

## Literature Review on Optimal Order Execution (5)

May 12, 2018#TechThis is the fifth post on optimal order execution. Based on Almgren and Chriss (2000), today we attempt to estimate the market impact coefficient \(\eta\). Specifically, for high-frequency transaction data, we have the approximation \(dS = \eta\cdot dQ\) and thus can easily estimate it by the method of Ordinary Least Squares (OLS), using the message book data provided by LOBSTER.

## Literature Review on Optimal Order Execution (4)

May 6, 2018#TechToday we implement the order placement strategy in Almgren and Chriss (2000) s.t. for a certain order size \(Q\), we can estimate the probability to perform the optimal strategy in the paper within time horizon of \(T\).

## Parameter Estimation of Brownian motions by Method of Moments

May 5, 2018#TechHow to estimate the parameters of a geometric Brownian motion (GBM)? It seems rather simple but actually took me quite some time to solve it. The most intuitive way is by using the method of moments.