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Hi there πŸ‘‹

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

nanomq icon nanomq

Ultra low latency messaging kernel

neuralpde.jl icon neuralpde.jl

Physics-Informed Neural Networks (PINN) and Deep BSDE Solvers of Differential Equations for Scientific Machine Learning (SciML) accelerated simulation

nlp-architect icon nlp-architect

NLP Architect by Intel AI Lab: A Python library for exploring the state-of-the-art deep learning topologies and techniques for natural language processing and natural language understanding

nlp-progress icon nlp-progress

Repository to track the progress in Natural Language Processing (NLP), including the datasets and the current state-of-the-art for the most common NLP tasks.

nlp_chinese_corpus icon nlp_chinese_corpus

倧规樑中文θ‡ͺ焢语言倄理语料 Large Scale Chinese Corpus for NLP

opentrade icon opentrade

An open source OEMS, and intraday algorithmic trading platform in modern C++ for professional quant

parlai icon parlai

A framework for training and evaluating AI models on a variety of openly available dialogue datasets.

pgbench icon pgbench

PostgreSQL Client Driver Performance Benchmarking Toolbench

pmtk3 icon pmtk3

Probabilistic Modeling Toolkit for Matlab/Octave.

prefect icon prefect

The easiest way to automate your data

probability icon probability

Probabilistic reasoning and statistical analysis in TensorFlow

py-motmetrics icon py-motmetrics

:bar_chart: Benchmark multiple object trackers (MOT) in Python

pydata-book icon pydata-book

Materials and IPython notebooks for "Python for Data Analysis" by Wes McKinney, published by O'Reilly Media

pyhessian icon pyhessian

PyHessian is a Pytorch library for second-order based analysis and training of Neural Networks

pyprobml icon pyprobml

Python code for "Machine learning: a probabilistic perspective" (2nd edition)

pyro icon pyro

Deep universal probabilistic programming with Python and PyTorch

pyrobuf icon pyrobuf

A Cython alternative to Google's Python Protobuf library

pyspider icon pyspider

A Powerful Spider(Web Crawler) System in Python.

python-betterproto icon python-betterproto

Clean, modern, Python 3.7+ code generator & library for Protobuf 3 and async gRPC

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