从彭博终端进行数据提取，并创建了700+资产和测试投资组合的基准（Bridgewater holdings）。夏普比率达到1.416（比Bridgewater的投资组合高0.4），波动率为0.093（比标准普尔500低0.02）。
Conducted data extraction from Bloomberg Terminal and created a benchmark (Bridgewater holdings) of 700+ assets and a testing portfolio. Achieved a 1.416 Sharpe ratio (0.4 over Bridgewater s portfolio), and a volatility of 0.093 (0.02 lower than the S&P500). (2024-03-08, Jupyter Notebook, 0KB, 下载0次)
SJM-SOM |波动性预测：来自印度的证据，研究项目|指南：Piyush Pandey教授，Rajbabu教授|彭博社数据
SJM-SOM | Volatility Forecasting: Evidence from India, Research Project | Guide: Prof Piyush Pandey, Prof Rajbabu | Bloomberg Data (2023-11-19, Jupyter Notebook, 0KB, 下载0次)
该回购包括伦敦证券交易所上市的三家原油公司、壳牌、PB和哈博的财务报表（Refinitiv）...
This repo include the financial statement (Refinitiv) from three crude oil companies listed on London Stock Exchange, shell, PB and Harbour Energy. (2023-11-16, Jupyter Notebook, 0KB, 下载0次)
在该项目中，我们从彭博终端获得了哥伦比亚政府和公司债券的相关数据。我们的目标是...，
In this project, we obtained data pertaining to the Colombia Government and Corporate Bonds from the Bloomberg Terminal. Our objective is to meticulously clean and preprocess this data and then apply the powerful KMeans algorithm for the purpose of categorizing these bonds based on their inherent characteristics. (2023-10-17, Jupyter Notebook, 0KB, 下载0次)
USD SOFR曲线引导曲线惯例应与彭博社上的相同，代码可以扩展到其他货币...，
USD SOFR curve bootstrapping curve convention shall be identical to the one found on Bloomberg, the code can be extened to other Currencies by changing the curve conventions and calendar. (2023-09-24, Jupyter Notebook, 0KB, 下载0次)
从彭博社下载您选择的股票一天的交易和报价数据，计算并比较差异...
Download the trade and quote data for a stock of your choice for one day from Bloomberg, compute and compare the different liquidity measures discussed in class: bid-ask spread measure (Roll, Effective, Realized). (2021-09-03, Jupyter Notebook, 11342KB, 下载0次)
我向当地彭博数据中心提交的数据可视化项目。它是一个Flask HTML Web应用程序，可以...
A Data Visualization Project I presented to the local Bloomberg Data Center. It s a Flask/HTML Web Application that presents different financial metrics of a given ticker. (2023-06-15, Jupyter Notebook, 70163KB, 下载0次)
与彭博社的bqplot模块交互绘制两个日期的掉期曲线。
Interactive plotting with Bloomberg s bqplot module for swap curve at two dates. (2020-02-02, Jupyter Notebook, 92KB, 下载0次)
2021_Xiamen_International_Bank_Digital_Creative_Finance_Cup,银行陆续打造了线上线下、丰富多样的客户触点,来满足客户日常业务办理、渠道交易等需求。在实际理财产品业务开展过程中,需要挖掘不同理财产品对客群的吸引力,从而找到目标客群,进行针对性营销。
2021_ Xiamen_ International_ Bank_ Digital_ Creative_ Finance_ Cup, banks have gradually created a variety of customer touchpoints, both online and offline, to meet customers daily business processing, channel transactions, and other needs. In the actual process of conducting wealth management product business, it is necessary to explore the attractiveness of different wealth management products to customer groups, in order to find target customer groups and carry out targeted marketing. (2022-11-20, Jupyter Notebook, 1254KB, 下载0次)