jialuechen

Jialue Chen's repositories

High-Performance PyTorch Library for Derivatives Pricing

Language:PythonApache-2.0150 130

Portfolio Optimization Library Built on top of Shogun

Language:PythonBSD-2-Clause39 10

LLM-Based Quantitative Trading Python Library

Language:PythonApache-2.020 10

C++ Library for Stochastic Optimal Control in Trading

Language:C++MIT300

Market Liquidity Analytics C++ Library

Language:C++Apache-2.02 10

Python Machine Learning Library for Risk Management

Language:PythonApache-2.0200

Event-driven Algorithmic Trading Framework in C++ and Python

Language:C++MIT200

C++ Model Hyper-parameter Optimization library

Language:C++MIT100

Optimal Transport Library for Model Calibration

Language:C++BSD-2-Clause000