slihn
I am a quant finance developer, researcher, also interested in machine learning in finance. I program primarily in python and R.
Pinned Repositories
buffetts_alpha_R
R Factor Analysis with BAB and QMJ factors (Table 4) in the "Buffett's Alpha" paper
DeepBSDE
Deep BSDE solver in TensorFlow
gas-impl
Reference implementation of generalized alpha-stable distribution
jvmr-debug
Debug JVMR module for a straneous bug
overlap
High-Performance Sparse Matrix Implementation of Portfolio Overlap Calculation
parallel_ops
A python script that demonstrates the response time of a cloud-based computation
RMT
vicsek
R Simulation of Collective Behavior in Vicsek Model
volsurface
Visualize volatility surface
yahoo-option-chain
Fetch option chain and implied volatility from Yahoo Finance
slihn's Repositories
slihn/buffetts_alpha_R
R Factor Analysis with BAB and QMJ factors (Table 4) in the "Buffett's Alpha" paper
slihn/yahoo-option-chain
Fetch option chain and implied volatility from Yahoo Finance
slihn/volsurface
Visualize volatility surface
slihn/vicsek
R Simulation of Collective Behavior in Vicsek Model
slihn/gas-impl
Reference implementation of generalized alpha-stable distribution
slihn/overlap
High-Performance Sparse Matrix Implementation of Portfolio Overlap Calculation
slihn/RMT
slihn/DeepBSDE
Deep BSDE solver in TensorFlow
slihn/jvmr-debug
Debug JVMR module for a straneous bug
slihn/parallel_ops
A python script that demonstrates the response time of a cloud-based computation
slihn/psd
R Implementation of the Poisson Subordinated Distribution
slihn/skew_lognormal_cascade_dist
Implementation of the skew lognormal cascade distribution
slihn/tictac
Experimenting with different techniques for playing tic-tac-toe
slihn/VVIX
VIX and VVIX Calculation