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Daniel Yang's Projects

awesome-systematic-trading icon awesome-systematic-trading

A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资

bqrt icon bqrt

Basic Quantitative Research Toolbox

heston icon heston

Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-Scholes-Merton option pricing and implied volatility estimation. No Financial Toolbox required.

ipca icon ipca

Instrumented Principal Components Analysis

polars icon polars

Fast multi-threaded, hybrid-streaming DataFrame library in Rust | Python | Node.js

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