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  • GitHub Creator
  • Taipei, TAIWAN
  • LinkedIn in/bchiou

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boyac/README.md

Hi, I’m Boya

Empowering Asset Management with Technology-Driven Investment Solutions

I’m Boya, with nearly a decade of experience blending finance and technology. I specialize in integrating fundamental research with systematic strategies, leveraging automation and AI to enhance investment decision-making and risk management.

My projects cover:

  • Foundational financial tools and data processing (e.g., options pricing utilities)
  • Quantitative strategies driven by fundamental analysis and multi-asset allocation
  • Automated data collection and workflow systems to ensure timely insights
  • Exploring AI and local large language models (LLMs) to assist investment research and decisions

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 designed for real-world portfolios, emphasizing risk management and asset allocation efficiency.

  • 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 305 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