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    Quant finance, engineering, and my book reviews
    • A FASTER NumPy Needed

      How much can we still speed up on NumPy?

      Posted on October 4, 2023

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      Most quant libraries stand on the shoulders of giants, NumPy. Is it still possible to enhance the performance of NumPy components within these libraries? [Read More]
      Tags:
      • numpy
      • quant
      • quantdev
      • finance
      • gpu
      • cython
    • Can we build a factor pricing model at the enterprise level? (2)

      Unleashing the Power of Factor Pricing Models with Statistical Models

      Posted on July 24, 2023

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      Since my previous post about factor models, I have embarked on creating a new package named factor-pricing-model-risk-model. The aim of this open-source project is to generate factor models from specified market data. To better understand the technical aspects and explore the possibilities, I delved into several existing libraries. Now, I’d... [Read More]
      Tags:
      • factormodel
      • riskmodel
      • portfoliomanagement
      • finance
      • quantdevelopment
    • Why Every (Quant) Developer Should Learn Hugging Face šŸ¤—

      Posted on April 25, 2023

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      Why should every (Quant) developer learn Hugging Face? Not because every developer must learn ML / AI / NLP / LLM (though they should learn why AI may replace some of their jobs in the future). Not because we should learn Hugging Face to automate our jobs (though I believe... [Read More]
      Tags:
      • softwaredevelopment
      • ai
      • ml
      • llm
      • huggingface
      • nlp
    • The 3 emerging trends in CPython

      Which proposals should Python developers keep an eye on in 2023?

      Posted on March 1, 2023

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      Since its first appearance 30 years ago, Python has evolved into a widely adapted language. One of the greatest contributors to its success is CPython governance - its committee reacts swiftly to community requests. Great feature enhancements can be rapidly released in the next version of CPython. (Of course CPython... [Read More]
      Tags:
      • python
      • cpython
    • When do we need Pydantic?

      Pydantic is so great to use, but is it always necessary?

      Posted on February 1, 2023

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      Data class was introduced to Python 3.7 (PEP 557) to describe a data object with typed attributes. [Read More]
      Tags:
      • python
      • dataclass
      • pydantic
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    Gavin Chan  •  2025  •  gavincyi.github.io

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