Skip to content
View boyac's full-sized avatar
🧋
What’s happening
🧋
What’s happening
  • GitHub Contributor
  • Taipei, TAIWAN
  • LinkedIn in/bchiou

Block or report boyac

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
boyac/README.md

Hi there 👋 I'm Boya!

Financial Modeler | Algorithmic Trader | Pythonista

What I'm Passionate About:

  • Blending financial expertise with cutting-edge technology.
  • Creating innovative solutions for portfolio management and investment analysis.
  • Building meaningful projects that make a positive impact.

Top Projects & Strategies:

  • pyOptionPricing : Python scripts for option pricing and volatility calculations. Powering options analysis for students and traders (reaching 300+ stars).
  • Str01/Top21 & Str02/SemiLS: Proprietary strategies utilizing quantitative models and historical data for enhanced portfolio performance.
  • pyGamgee: Currently developing low-cost, effective agents using locally hosted LLMs and proprietary prompt engineering for analysis and learning.

Skills at a Glance:

  • Financial Expertise: Portfolio management (strategy, allocation, risk adjustment, backtesting/simulation, performance analysis, reporting)
  • Technical Skills: Python (pandas, numpy, scikit-learn), SQL, scripting
  • Languages: Fluent in English, Mandarin Chinese; Lower intermediate Japanese (Czech language certificate)
  • Remote Working: Proven ability to collaborate effectively in distributed teams
  • Interested In: Financial analysis, sales & marketing

More About Me:

From tinkering with a 286 in second grade to working in global financial institutions, I've cultivated a deep passion for quantitative analysis and investment research. My experience spans equities, bonds, alternative investments, and risk management. I'm also a self-taught coder with a track record of delivering practical financial solutions for professionals in fintech and medical industries.

Let's connect!

Pinned Loading

  1. pyOptionPricing pyOptionPricing Public

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

    Python 296 30

  2. pyFolio pyFolio Public

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

    Jupyter Notebook 17 5

  3. pyTrading pyTrading Public

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

    Jupyter Notebook 11 4

  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