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Fund-Analysis
Fund-Analysis PublicBuilding an Fund Analysis Template & Fund Manager behaviour Analysis(Window Dressing/Herding)& Fund family (Star Strategy)
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Multivariate-Markov-Switching-Regressions
Multivariate-Markov-Switching-Regressions PublicMultivariate Markov-Switching Models Regressions Framework
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High-Frequency
High-Frequency PublicHigh Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)
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Pandemic-Bonds-Analysis
Pandemic-Bonds-Analysis PublicSome analysis based on Chinese pandemic Bonds(An new tool to mitigating Cash Crunch)
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Information-Shares-Model
Information-Shares-Model PublicEstimate the price discovery mechanism in two related assets (markets) using the Information Shares Model
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