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Jialue Chen (jialuechen)

jialuechen

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Company:Segantii Capital Management

Location:New York, New York

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Jialue Chen's repositories

torchquant

PyTorch Library for Quantitative Finance

Language:PythonLicense:Apache-2.0Stargazers:161Issues:13Issues:0

pytca

Python Library for Transaction Cost Analysis (TCA)

Language:PythonLicense:BSD-2-ClauseStargazers:133Issues:4Issues:5

statsmaker

Probabilistic Programming Language for Order Execution and Routing Modeling

Language:PythonLicense:Apache-2.0Stargazers:113Issues:11Issues:0

deepfolio

Transformer for Portfolio Optimization. Applicable to Mid/Low Frequency Trading

Language:PythonLicense:BSD-2-ClauseStargazers:112Issues:8Issues:0

tfq-finance

Quantum Finance Library

Language:PythonLicense:Apache-2.0Stargazers:106Issues:2Issues:0