This is collection of codes that I have written and used for works related to quantitative finance Any comments are welcomed. Feel Free to reach me at simonucla2012@gmail.com
Personal Summary: B.S. in Mathematics and Economics, Minor: Statistics @ University of California, Los Angeles (UCLA) Master of Science in Financial Mathematics @ The University of Chicago Currently working on quantitative trading project
Code: In this repository, the majority of codes I posted here are from my academic works. Fell free to correct me, chanllenge me or ask me any question you want.