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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

keras-idiomatic-programmer icon keras-idiomatic-programmer

Books, Presentations, Workshops, Notebook Labs, and Model Zoo for Software Engineers and Data Scientists wanting to learn the TF.Keras Machine Learning framework

keras-yolo3 icon keras-yolo3

A Keras implementation of YOLOv3 (Tensorflow backend)

knet.jl icon knet.jl

Koç University deep learning framework.

kube-airflow icon kube-airflow

A docker image and kubernetes config files to run Airflow on Kubernetes

kubeflow icon kubeflow

Machine Learning Toolkit for Kubernetes

lightgbm icon lightgbm

A fast, distributed, high performance gradient boosting (GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks. It is under the umbrella of the DMTK(http://github.com/microsoft/dmtk) project of Microsoft.

loki icon loki

A C++ Template library, developed by Andrei Alexandrescu, the author of the book Modern C++ Design.

machinist2 icon machinist2

Machinist is an automatic code generator by looking up mark-up blocks. Machinist2 is enhanced with Linux support.

masr icon masr

中文语音识别,提供预训练模型,高识别率 Chinese Speech Recognition; Mandarin Automatic Speech Recognition;

minisom icon minisom

:red_circle: MiniSom is a minimalistic implementation of the Self Organizing Maps

mitie icon mitie

MITIE: library and tools for information extraction

mlbop icon mlbop

Python example codes for the book: Machine Learning: A Baysian and Optimization Perspective

mlfinlab icon mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

mlflow icon mlflow

Open source platform for the machine learning lifecycle

mlj.jl icon mlj.jl

A Julia machine learning framework

modin icon modin

Modin: Speed up your Pandas workflows by changing a single line of code

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