Athans Blog

2024

Deep Learning for Sequences Part 2

Deep Learning for Sequences Part 3

Deep Learning for Sequences Part 1

2022

量化投资中的数学V–多重线性回归

量化投资中的数学IV–线性回归

2021

量化投资中的数学III–统计学简介

量化投资中的数学II–概率分布简介

量化投资中的数学I–概率理论简介

Literature Review -- Deep Learning in Asset Pricing

Literature Review -- Forest through the Trees

Kelly公式和随机微分

从21世纪资本论说开去

Get in Shape with Groupby

Well Designed Pandas

Trade Execution综述 （续）

Trade Execution综述

中东散记

2020

千手观音与独臂罗汉

求是

如何销售

如何理解事物

Literature Review -- Backtest Evaluation

Point in Time -- What is an Index

Literature Review -- Risk Based Portfolio Construction

白话black-litterman模型演义

Point in Time -- Understanding the VIX

Literature Review -- Dynamic Portfolio Analysis

Literature Review -- Multiple Alpha Sources and Active Management

Literature Review -- Minimum Variance Portfolio Composition

Literature Review -- Expected Returns on Stocks and Bonds

2019

Point in Time -- The History of Finance

香港，又见香港

致命分化 --《寄生虫》影评

华为与腾讯的双城记

Crystal Ball for Value

Intangible Value

a brief history on 08 financial crisis --- subprime market part

李约瑟难题

中华式封建

南北易俗因何而起