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:
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.
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.
Portfolio management web UI for the DAL quantitative finance library (FastAPI + React), powered by the dal-python PyPI package.
Calc Flow 2.0 is a Rust-native calculation engine for immutable Arrow micro-batches and stateful streams. Typed calculation graphs are compiled and executed with Apache DataFusion, exposed to Python through PyO3 bindings, plus a local FastAPI + React Studio.