Ning Liu

Code

All my hobby projects live on GitHub repositories. Here are some highlights:

• BayesRobotLoc

  is a C++11 simulation of Bayes filter (a.k.a. Recursive Bayes Estimation) for robot localization. A simulation demo shows extended Kalman filter for position tracking with known correspondences, in comparison with dead reckoning navigation technique. Artificial Gaussian noise is assumed and added in both control variables and measurements.

  For details please visit: https://github.com/0liu/BayesRobotLoc

  
  

• ISLR

  My code in Python 3 to duplicate the R code labs and exercises in the book An Introduction to Statistical Learning with Applications in R by James, Witten, Hastie, Tibshirani.
  
  For details please visit GitHub: https://github.com/0liu/ISLR
  
  Jupyter notebooks:
  • Chapter 3 - Linear Regression
  • Chapter 4 - Classification
  • Chapter 5 - Resampling Methods
  • Chapter 6 - Linear Model Selection and Regularization
  • Chapter 7 - Moving Beyond Linearity
  • Chapter 8 - Tree-Based Methods
  • Chapter 9 - Support Vector Machines
  • Chapter 10 - Unsupervised Learning

• algos

  provides C++17 STL container implementation and examples of classic programming algorithms, including
  • Sequences: stack, linked list, linked stack, queue, linked queue and double-ended queue (deque).
  • Hash Map and hash set.
  • Trees: binary search tree, AVL tree, red-black tree.
  • Sorting: bubble, insert, merge, quick, counting, radix, bucket.
  • Dynamic programming.

  For details please visit GitHub: https://github.com/0liu/STL_containers_algos

• ibstract

  is a Python 3 package for asynchronous financial data acquiring and management, powered by the async/await syntax provided by the concurrency framework asyncio and aio-libs in Python 3.6. It interacts with both remote broker API server and local MySQL database for efficient and concurrent data download, query, and archiving. The goal is to provide a hassle-free tool to obtain and operate on trading data on demand without worrying about broker API and tedious data management work, so users can focus on algorithm development.

  For details please visit GitHub: https://github.com/0liu/ibstract

  Examples are shown in Jupyter notebooks:
  • Operation on historical data
  • The MarketDataBlock class
  • The Broker class to access IB API

• Swing

  is a Python implementation of automatic swing trading execution algorithm.
  Features:
  • Grid-based swing trading with automatic trailing stops.
  • Swing trading on pre-defined price zones, which can be determined by historical data analysis.
  • Adaptive order type to reduce timing risk with modes from more passive to more aggressive, used for long/short reversal, stop loss and profit taking.

  For details please visit GitHub: https://github.com/0liu/swing