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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.

Cheng Li's Projects

airflow-guides icon airflow-guides

Guides and docs to help you get up and running with Airflow and Astronomer

americanmontecarlo icon americanmontecarlo

Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise features.

annoy icon annoy

Approximate Nearest Neighbors in C++/Python optimized for memory usage and loading/saving to disk

argo icon argo

Argo Workflows: Get stuff done with Kubernetes.

asrt_speechrecognition icon asrt_speechrecognition

A Deep-Learning-Based Chinese Speech Recognition System 基于深度学习的中文语音识别系统

awesome-asgi icon awesome-asgi

A curated list of awesome ASGI servers, frameworks, apps, libraries, and other resources

awesome-bert icon awesome-bert

bert nlp papers, applications and github resources ， BERT 相关论文和 github 项目

awesome-polars icon awesome-polars

A curated list of Polars talks, tools, examples & articles. Contributions welcome !

bert-as-service icon bert-as-service

Mapping a variable-length sentence to a fixed-length vector using BERT model

blaze icon blaze

NumPy and Pandas interface to Big Data

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