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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

strata icon strata

Open source analytics and market risk library from OpenGamma

superset icon superset

Apache Superset is a Data Visualization and Data Exploration Platform

tensorflow-som icon tensorflow-som

A multi-gpu implementation of the self-organizing map in TensorFlow

tensorflow-yolov4-tflite icon tensorflow-yolov4-tflite

YOLOv4, YOLOv3, YOLO-tiny Implemented in Tensorflow 2.0, Android. Convert YOLO v4 .weights tensorflow, tensorrt and tflite

torchsde icon torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

tscv icon tscv

Time Series Cross-Validation -- an extension for scikit-learn

turing.jl icon turing.jl

The Turing language for probabilistic machine learning and Bayesian statistics

ugfraud icon ugfraud

An Unsupervised Graph-based Toolbox for Fraud Detection

via icon via

(MIRROR) a standalone image annotator application packaged as a single HTML file (< 200 KB) that runs on most modern web browsers

vnpy icon vnpy

基于Python的开源量化交易平台开发框架

wav2letter icon wav2letter

Facebook AI Research Automatic Speech Recognition Toolkit

wave-u-net icon wave-u-net

Implementation of the Wave-U-Net for audio source separation

xad icon xad

A fast and comprehensive C++ library for automatic differentiation

yolo-v5 icon yolo-v5

:art: Pytorch YOLO v5 训练自己的数据集超详细教程！！！ :art: (提供PDF训练教程下载）

yolov3 icon yolov3

YOLOv3 in PyTorch > ONNX > CoreML > iOS

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