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πŸ˜ƒ
ζ­ε–œη™Όθ²‘πŸŽ‰
πŸ˜ƒ
ζ­ε–œη™Όθ²‘πŸŽ‰
50 followers · 46 following
  • GitHub Creator
  • Taipei, TAIWAN
  • LinkedIn in/bchiou

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Achievement: Starstruckx2Achievement: Arctic Code Vault Contributor

Achievements

Achievement: Starstruckx2Achievement: Arctic Code Vault Contributor

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boyac/README.md

Hi, I’m Boya

Investment professional with experience in portfolio management, venture capital, and index research & design. I combine investment expertise with Python-based tools for portfolio analytics and investment strategy research. My interest in programming was rekindled through CheckiO.

πŸ“© boya[dot]chiou[at]gmail[dot]com

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  1. pyOptionPricing pyOptionPricing Public

    Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

    Python 317 33

  2. pyFolio pyFolio Public

    Performance attribution analysis, value investment, original investment ideas, alpha seeking

    Jupyter Notebook 20 6

  3. pyTrading pyTrading Public

    Based on the concepts in "CIMTR" and others, swing trading

    Jupyter Notebook 10 5

  4. pyDataServer pyDataServer Public

    ETL tools developed to assist data and quantitative analysis. Script to interact with Oracle Toad and solve Oracle DB Out of Memory error, and run Big Oracle query & download schema seamlessly

    Python 2