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2019

Stock Price Simulation
Content Filtering with Hexo Tipue-Search Engine
Revert GitHub Commit History?
Animation in Matplotlib?
How to Get Variable Name as a String in Python
The Perfect Market Maker: Is it Possible?
Spread Trading: XOP and DRIP
Bad Interpreter Error of Jupyter and its Solution
Texas Hold 'em Series: Poker Game (w/ GUI)
Texas Hold 'em Series: Hand Evaluation
Texas Hold 'em Series: Odds Chart
Texas Hold 'em Series: Poker Hands Dataset
Texas Hold 'em Series: Basic Concepts
Random Projection and Its Expectation
Notes on Foreign Exchange
Notes on Stochastic Calculus
Billiard Tournament: Martingale, Kelly Criterion and More
Deep Learning on MacOS with AMD eGPU?

2018

How to Write a Chatroom on a Socket Server
ColorPrint: Print Colorfully in Python
C++ Key Points
Cryptocurrency Arbitrage: One More Strategy
Pythonic Swapping: How and Why
Time Synchronization on Amazon EC2
LDA and R-MDA
Literature Review on Optimal Order Execution (5)
Literature Review on Optimal Order Execution (4)
Parameter Estimation of Brownian motions by Method of Moments
Literature Review on Optimal Order Execution (3)
Literature Review on Optimal Order Execution (2)
Run Jupyter Notebook within Virtualenv
UML Diagrams Supported on Hexo
Literature Review on Optimal Order Execution (1)
Switched Hexo Theme to Apollo
Cryptocurrency Arbitrage: Performance

2017

Cryptocurrency Arbitrage: Some Ideas
Network Visualization: Chinese Railway Transport from 1992 to 2011
Ensemble Modeling in a Binary Classification Problem in Chinese A-Share Market
How to Build C++ Projects with STDIN in Sublime Text 3
How to Get Legends Out of the Plotting Area in R
How I collected over 600k lines of prices in China
An Interesting Econometrics Problem
Bitcoin Inter-exchange Price Spread Prediction (2)
Bitcoin Inter-exchange Price Spread Prediction (1)
Notes on Operations Research
Strategy: XGBoost Classification + Technical Indicators
Basic Walkthrough of ARMA: Take AAPL for Example
How to Deploy a Local Project onto Github
What about Crawling Trump's Tweets and Make it to a Trading Algo?
How to Set Up an Algo-trading System on Aliyun
Strategy: LSTM Neural Network + Small Cap
GMM Estimation of an ARMA(2,1) Model

2016

Notes on Asymptotic Theories
How to Set Up a Personal Site Using Hexo?