Projects
A selection of projects that I'm not too ashamed of
VolSurface
Web Data Service Development for Option VolatilitySVI modelling supports, with both original method by Gatheral (2004) and Quasi-Explicit Method by Zeliade Systems(2009)
OptShare
OptShare is a Python-based option data interface library, designed to provide easy-to-use option data, index data, and market yield data.