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Achievements

Achievement: YOLOAchievement: QuickdrawAchievement: Starstruckx3Achievement: Arctic Code Vault ContributorAchievement: Pull Sharkx3

Achievements

Achievement: YOLOAchievement: QuickdrawAchievement: Starstruckx3Achievement: Arctic Code Vault ContributorAchievement: Pull Sharkx3

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@alpha-miner

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wegamekinglc/README.md

Hi there 👋

This is Cheng Li (李丞) from Shanghai, China. A quantitative modeler with enthusiasm on quantitative finance and other related topics.

I am currently actively working on the following projects:

1. Quantinative Equity Portfolio Management

Python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

Quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio optimization.

A library for portfolio optimization algorithms with python interface.

2. Derivatives Pricing Library

Derivatives Algorithms Lib is an library with the goal to offer the user the AAD-enabled derivatives pricing and product scripting functionality.

An experimental project to benchmark the performance between DAL and JAX implemented codes.

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  1. Derivatives-Algorithms-Lib Derivatives-Algorithms-Lib Public

    AAD enabled and scripting included derivatives modeling.

    C++ 19 7

  2. dal.jax dal.jax Public

    derivatives pricing both with DAL and JAX

    Jupyter Notebook 1

  3. alpha-miner/Finance-Python alpha-miner/Finance-Python Public

    python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

    Python 746 129

  4. alpha-miner/alpha-mind alpha-miner/alpha-mind Public

    quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.

    Jupyter Notebook 228 73

  5. alpha-miner/portfolio-optimizer alpha-miner/portfolio-optimizer Public

    A library for portfolio optimization algorithms with python interface.

    Python 27 12