Python and Finance

A Blog on Trading and Data Sciecne

Momentum Trading on multiple Index Futures

Applying momentum trading rule on multiple index, and backtesting using python

Posted by Lawrence Luk on September 7, 2020

Multivariate Time Series Forecasting

Using LSTM to predict intraday return of index futures

Posted by Lawrence Luk on September 7, 2020

立方定律低估2019議席比例的深層原因

Article from HKEJ

Posted by Lawrence Luk on September 14, 2020

區選議席比例是否符合立方定律

Article from HKEJ

Posted by Lawrence Luk on September 29, 2020

速度決定一切 AI勝於人力

Article from HKEJ

Posted by Lawrence Luk on September 29, 2020

衡量債券的利率風險──久期

Article from HKEJ

Posted by Lawrence Luk on September 29, 2020

永續債券及其利率風險

Article from HKEJ

Posted by Lawrence Luk on September 29, 2020

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