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Xiaohui Xie's Projects

18335 icon 18335

18.335 - Introduction to Numerical Methods course

catalyst icon catalyst

An Algorithmic Trading Library for Crypto-Assets in Python

clearcanvas icon clearcanvas

Open source code base for enabling software innovation in medical imaging

deye icon deye

Keep an Eye on Defects Inspection.

dupirenn icon dupirenn

Neural network local volatility with dupire formula

maybe icon maybe

The OS for your personal finances

optlib icon optlib

A library for financial options pricing written in Python.

py_vollib_vectorized icon py_vollib_vectorized

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

pyportfolioopt icon pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

rough_volatility icon rough_volatility

We implement the models and neural networks for the paper "Historical analysis of rough volatility models to the SPX market".

technical icon technical

Different indicators developed or collected for the Freqtrade

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