2019-11-30 谈欲望

2019-11-15 Eigenvectors from Eigenvalues?

2019-11-14 Josephus Problem

2019-11-05 Texas Hold'em Series (6): Range Estimation

2019-10-31 黄桃罐头

2019-10-30 Adding a Python 2.7 Kernel in Jupyter

2019-10-28 Bokeh Plots in a Blog Post

2019-10-23 Orthonormal Bases for Four Subspaces using Singular Value Decomposition

2019-10-21 谈《笑傲江湖》

2019-10-04 Notes on Mathematical Market Microstructure

2019-09-30 Notes on Multivariate Data Analysis via Matrix Decomposition

2019-09-28 行李箱

2019-09-11 Can n! be a Square Number?

2019-09-11 Continuous Integration in Blogging

2019-06-09 Hybrid Sentiment-Momentum Strategy in Cryptocurrency Market

2019-06-01 Markdown Test

2019-05-10 Stock Price Simulation

2019-05-03 Content Filtering with Hexo Tipue-Search Engine

2019-05-03 Revert GitHub Commit History?

2019-04-25 Animation in Matplotlib?

2019-04-23 How to Get Variable Name as a String in Python

2019-04-23 The Perfect Market Maker: Is it Possible?

2019-04-23 Spread Trading: XOP and DRIP

2019-04-17 Bad Interpreter Error of Jupyter and its Solution

2019-04-16 Texas Hold 'em Series (5): Poker Game (w/ GUI)

2019-04-09 Texas Hold 'em Series (4): Hand Evaluation

2019-04-05 Texas Hold 'em Series (3): Odds Chart

2019-03-30 Texas Hold 'em Series (2): Poker Hands Dataset

2019-03-28 Texas Hold 'em Series (1): Basic Concepts

2019-03-16 Random Projection and Its Expectation

2019-02-21 Notes on Foreign Exchange

2019-02-21 Notes on Stochastic Calculus

2019-01-14 Billiard Tournament: Martingale, Kelly Criterion and More

2019-01-07 Deep Learning on MacOS with AMD eGPU?

2019-01-04 To the Arctic Circle (Again)!

2019-01-03 拔草:The Pump House


2018-12-05 How to Write a Chatroom on a Socket Server

2018-11-23 拔草:Niu Japanese Fusion Lounge & Lao Sze Chuan

2018-11-09 ColorPrint: Print Colorfully in Python

2018-09-03 C++ Key Points

2018-07-27 Cryptocurrency Arbitrage (3): One More Strategy

2018-07-12 Pythonic Swapping: How and Why

2018-07-12 Time Synchronization on Amazon EC2

2018-07-11 A Photo Taken at Giethoorn

2018-05-29 LDA and R-MDA

2018-05-12 Literature Review on Optimal Order Execution (5)

2018-05-06 Literature Review on Optimal Order Execution (4)

2018-05-05 Parameter Estimation of Brownian Motions by Method of Moments

2018-04-29 Literature Review on Optimal Order Execution (3)

2018-04-29 Literature Review on Optimal Order Execution (2)

2018-04-28 Run Jupyter Notebook within Virtualenv

2018-04-23 Literature Review on Optimal Order Execution (1)

2018-04-22 Switched Hexo Theme to Apollo

2018-01-09 Cryptocurrency Arbitrage (2): Performance


2017-12-21 Cryptocurrency Arbitrage (1): Some Ideas

2017-11-29 Network Visualization: Chinese Railway Transport from 1992 to 2011

2017-11-15 Ensemble Modeling in a Binary Classification Problem in Chinese A-Share Market

2017-10-10 How to Build C++ Projects with STDIN in Sublime Text 3

2017-09-30 How to Get Legends Out of the Plotting Area in R


2017-09-03 How I collected over 600k lines of prices in China

2017-05-21 An Interesting Econometrics Problem

2017-05-21 Bitcoin Inter-exchange Price Spread Prediction

2017-03-27 Notes on Operations Research

2017-03-26 Is My Apple Pencil Broken!?

2017-03-12 Strategy: XGBoost Classification + Technical Indicators

2017-03-11 Basic Walkthrough of ARMA: Take AAPL for Example

2017-02-13 How to Deploy a Local Project onto Github

2017-02-09 What about Crawling Trump's Tweets and Make it to a Trading Algo?

2017-01-25 How to Set Up an Algo-trading System on Aliyun

2017-01-17 Strategy: LSTM Neural Network + Small Cap

2017-01-14 GMM Estimation of an ARMA(2,1) Model

2017-01-07 Christmas across Eastern Europe (4): Croatia

2017-01-04 Christmas across Eastern Europe (3): Hungary

2017-01-02 Christmas across Eastern Europe (2): Austria and Slovak


2016-12-27 Christmas across Eastern Europe (1): Czech Republic

2016-12-27 Notes on Asymptotic Theories

2016-10-09 To the Arctic Circle!

2016-09-26 How to Set Up a Personal Site Using Hexo?