Analyze Stock Market Data with Linear Panel Models
The client, a stock trader and researcher, asked us to analyze a collection of stock market data that were observed cross-sectionally and over time using lin...
Trading
Backtest Bitcoin Trading Strategies
The client, a crypto trader, hired us to backtest two trading strategies. We wrote python scripts to implement the strategies and backtest their performance ...
Develop Trading Signals for Bitcoin Perpetual Contracts
It was an absolute pleasure to work with Guangming. Communication was seamless and he went above and beyond original expectations to provide excellence. Y...
Forecast Portfolio Growth with Markov Chain Monte Carlo Simulation
The client, a financial planning company, hired us to build a tool for projecting the spending down of a portfolio during post-divorce. For example, a 40 yea...
Kalman Filter & the Mean-Reverting Strategy
If a stock price series is mean-reverting, we could trade on it and make a profit if we could accurately estimate its means and standard deviations for the n...