Yu Lu's repositories
NelsonSiegel
Nelson Siegel parametric model
Engine
Open Source Risk Engine
FinMathematics
Mathematical Finance Books.
IRDPricingBetaVersion
Public version for the IRD Pricing modelling documentation. Feel free to contact me for commercial version.
qlib
Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
Quant
quant books
TensorFlow-Examples
TensorFlow Tutorial and Examples for Beginners (support TF v1 & v2)
VolaDocs
Volatility Model Documentation
twap
Time-Weighted Average Price orders on any DEX
yulu0131.github.io
Yu Lu's Website