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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

qlib icon qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

quantlib icon quantlib

The QuantLib C++ library and extensions (<http://quantlib.org>)

quantlib-2 icon quantlib-2

The idiomatic rust implementation of the QuantLib C++ quantitative finance library

rasa icon rasa

💬 Open source machine learning framework to automate text- and voice-based conversations: NLU, dialogue management, connect to Slack, Facebook, and more - Create chatbots and voice assistants

rasa-demo icon rasa-demo

:tiger: Sara - the Rasa Demo Bot: An example of a contextual AI assistant built with the open source Rasa Stack

rasa_lookup_demo icon rasa_lookup_demo

Improving entity extraction from text using the lookup table feature in rasa_nlu

redash icon redash

Make Your Company Data Driven. Connect to any data source, easily visualize, dashboard and share your data.

sanic icon sanic

Async Python 3.6+ web server/framework | Build fast. Run fast.

snap icon snap

Stanford Network Analysis Platform (SNAP) is a general purpose network analysis and graph mining library.

softwares icon softwares

instruction of the installation of most used software.

spacy icon spacy

💫 Industrial-strength Natural Language Processing (NLP) with Python and Cython

speech-transformer icon speech-transformer

A PyTorch implementation of Speech Transformer, an End-to-End ASR with Transformer network on Mandarin Chinese.

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