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Statistical-Learning-and-Data-Mining
Statistical-Learning-and-Data-Mining PublicNTU MH4510: Statistical Learning and Data Mining
Jupyter Notebook
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orderbook-dex
orderbook-dex PublicDecentralised exchange with a full on-chain central limit order book: price-time priority matching in Solidity, with a React frontend.
Solidity
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SpotFuturesArbitrage
SpotFuturesArbitrage PublicCash-and-carry basis trading on Binance coin-margined futures: opportunity scanner, TWAP execution and 2021 historical replay. Built with Nayt Technologies.
Python
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SystematicTradingSystem
SystematicTradingSystem PublicDaily momentum equity system: liquidity screen, volatility-contraction breakout detection, ATR-based risk sizing and SMA trend exit.
Python
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bachelor-thesis-energy-demand-forecasting
bachelor-thesis-energy-demand-forecasting PublicBachelor thesis: benchmarking CNN, GRU, LSTM, TSMixer, TFT and Amazon Chronos for Singapore half-hourly electricity demand. Fine-tuned Chronos reaches 0.487% MAPE, 27% better than the grid operator…
TeX
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