Yu Lu's Projects
Open Source Risk Engine
Mathematical Finance Books.
Public version for the IRD Pricing modelling documentation. Feel free to contact me for commercial version.
Nelson Siegel parametric model
Public Verison for option pricing documentation
fetch option data in online website
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 books
TensorFlow Tutorial and Examples for Beginners (support TF v1 & v2)
Time-Weighted Average Price orders on any DEX
Volatility Model Documentation
An Introduction to myself
Yu Lu's Website