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  • University of Tokyo, MPPIP quantitative discipline
  • Taipei, TAIWAN
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boyac/README.md

Hi there 👋

:)

  • Str01/Top21
  • Str02/SemiLS

I embarked on an exciting path of quantitative analysis, which led me to venture into the field of investment research. Starting with equities, my journey gradually expanded to encompass bonds, alternative investments, and risk management. I realized that investment failures can have significant and long-lasting consequences on individuals’ lives. This realization emphasized the importance of thoroughly understanding the unique characteristics and potential risks associated with any investment tool before incorporating it into one’s strategy.

Pinned

  1. pyFolio pyFolio Public

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

    Jupyter Notebook 14 5

  2. pyTrading pyTrading Public

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

    Jupyter Notebook 11 4

  3. pyOptionPricing pyOptionPricing Public

    Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

    Python 273 28

  4. 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

  5. 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

  6. LV-speedy-25_caia-study-notes LV-speedy-25_caia-study-notes Public

    Forked from tveeder/caia-study-notes

    Study notes created for the CAIA exams.