8000 boyac (Boya Chiou) · GitHub
[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
Skip to content
View boyac's full-sized avatar
🥦
What’s happening
🥦
What’s happening
45 followers · 46 following
  • GitHub Creator
  • Taipei, TAIWAN
  • LinkedIn in/bchiou

Achievements

Achievement: Starstruckx2Achievement: Arctic Code Vault Contributor

Achievements

Achievement: Starstruckx2Achievement: Arctic Code Vault Contributor

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, I’m Boya

Investment Strategist | Systematic Investor | Product-Focused Technologist

I design technology-driven solutions for investment research, portfolio automation, and decision-making.
With close to a decade in portfolio management, I bridge finance and technology to build practical, scalable tools for asset management.

Selected Projects

  • pyOptionPricing
    Python toolkit for options pricing and volatility modeling.
    300+ stars. Used in derivatives research and teaching.

  • Str01/Top21 & Str02/SemiLS
    Proprietary long/short strategies developed and stress-tested for real-world portfolios.

  • pyGamgee (in progress)
    AI assistant for investment learning, built with local LLMs and lightweight design.

Skills

  • Portfolio Management | Asset Allocation | Risk Frameworks
  • Python (NumPy, Pandas) | SQL | Backtesting | API Integration
  • Workflow Automation | ChatGPT API | Reporting Tools
  • Fluent in English and Mandarin; Intermediate Japanese

Contact

LinkedIn
boya [dot] chiou [at] gmail [dot] com

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 302 31

  2. pyGamgee pyGamgee Public

    PyGamgee runs DeepSeek LLM with Ollama, using PyMuPDF for PDF extraction and FAISS for fast vector search. With LangChain RAG and conversation memory, it enables efficient, private document underst…

    Python 1

  3. pyFolio pyFolio Public

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

    Jupyter Notebook 17 5

  4. pyTrading pyTrading Public

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

    Jupyter Notebook 11 4

  5. 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

  6. 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

0