李亦凡

Learn from past mistakes
Make efforts for the future

This page presents code projects I have developed during my studies and practical exploration, including templates, course-related exercises, and small personal projects.

All source code is publicly available in my GitHub repositories.
Discussions and feedback are always welcome.

Quant-Lab

A personal quantitative research platform for Chinese A-share markets, covering the full pipeline from data acquisition to factor research, strategy backtesting, risk analysis, and visualization.

  • 15+ technical and fundamental factors with IC/ICIR evaluation and quintile stratification backtesting
  • Statistical arbitrage via cointegration testing, OU process fitting, Kalman filtering, and PCA-based basket strategies
  • Market-neutral portfolio construction with Beta and sector neutrality
  • 10-page Streamlit dashboard covering market conditions, factor analysis, backtesting, and portfolio management
  • Tech stack: Python · AKShare · DuckDB · scikit-learn · Streamlit · Plotly

For educational and research purposes only — not investment advice.

🔗 Repository: Quant-Lab

My-RPG-Game

My-RPG-Game is a practice project developed while learning C++ and object-oriented programming (OOP).
The project focuses on interface abstraction and system architecture design, rather than specific gameplay mechanics.

Key features of the project include:

  • Defining core behavior interfaces using abstract base classes
  • Extending functionality through inheritance and polymorphism
  • Emphasizing modular decoupling and long-term extensibility
  • Serving as a structured practice example of a medium-to-large-scale C++ project

🔗 Repository: https://github.com/LUNARKN1GHT/My-RPG-Game

Math-NoteBook

This is a clean math notebook template that allows me to use a unified format for organizing course notes in my future courses. Updates will be made appropriately based on actual usage.

  • Define some commonly used commands, such as $\mathbb{R}, \, \mathbb{N}$, etc.
  • Set different color blocks for different theorem environments, making the notes colorful while facilitating content identification.

🔗 Project Repository: https://github.com/LUNARKN1GHT/Math-NoteBook

R

This repository contains my code and notes from the course Applied Statistical Software, which primarily focuses on statistical analysis and programming using R.

The purpose of this repository is to systematically document my learning process, code implementations, and related insights throughout the course.

🔗 Project Repository: https://github.com/LUNARKN1GHT/R

NBA-Analytics

A data analytics tool designed to analyze NBA player performance using game-level data.

  • Uses nba_api to automatically download game data and store it in a .sqlite database
  • Retrieves data via SQL queries and leverages pandas for efficient processing and computation
  • Builds advanced metrics and models to evaluate performance in clutch situations and other game contexts

🔗 Project Repository: https://github.com/LUNARKN1GHT/NBA-Analytics

My-Quant-Project

This project has been replaced by Quant-Lab.

A quantitative trading research and strategy analysis toolkit (for educational and research purposes only — not intended for live trading).

  • Uses yfinance to download and manage financial market data
  • Implements common technical indicators and builds basic trading strategies
  • Integrates machine learning models to explore data-driven trading approaches
  • Develops a backtesting framework to evaluate strategy performance and generate reports
  • Supports portfolio construction and asset allocation analysis

🔗 Project Repository: https://github.com/LUNARKN1GHT/My-Quant-Project