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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 311 33

2. pyFolio pyFolio Public

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

   Jupyter Notebook 20 5

3. pyTrading pyTrading Public

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

   Jupyter Notebook 11 4

4. pyGamgee pyGamgee Public

   PyGamgee runs DeepSeek LLM with Ollama, using PyMuPDF for PDF extraction and FAISS for fast vector search. With LangChain RAG and conversation memory, it enables efficient, private document underst…

   Python 1

5. 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

6. pyQuiz pyQuiz Public

   Original clean and creative solutions to solve brainteasers questions of hedge funds, asset managers, proprietary trading firms, software companies from glassdoor, company sites, quora and reddit

   Jupyter Notebook 2 1