Yibo (Ebor) Li

「 A tech blog documenting my learning journey and combating mediocrity 」

New York
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EborQuant | My Trading Execution Framework

"Execution, Web and HFT"

Table Of Contents Table Of Contents 1 Overview Web Url(under construction) Project Structure Web Interface Diagram 2 Observ...

Posted by Yibo Li on August 25, 2024

C++ Multi-Reactor Server Engine

"Linux, Epoll, Threading Pool"

Yibo Li yli12@stevens.edu; yiboli@link.cuhk.edu.hk http://eborlee.github.io Table Of Contents Table Of Contents Github Repo Link ReactorNet Introduction Features Installation ...

Posted by Yibo Li on June 1, 2024

Project Report: Enhanced Portfolio Optimization

"Risk factors, GBDT, Barra Framework, Newey-West Adjustment, ..."

Posted by Yibo Li on December 14, 2023

Notes - PRML&ESL | 机器学习白板推导笔记

"Mathematical Derivation of Machine Learning"

2023-05-10 Yibo Li yli12@stevens.edu; yiboli@link.cuhk.edu.hk http://eborlee.github.io Table Of Contents Table Of Contents Frequency and Baysian Math Basics Linear Regression 线性回归 L...

Posted by Yibo Li on October 1, 2023

Notes - Projects Learning | 项目学习笔记

"C++ Implementations and HFT System Designs"

“” Projects Learning 2023-06-01 Yibo Li yli12@stevens.edu; yiboli@link.cuhk.edu.hk http://eborlee.github.io Table Of Contents Projects Learning Table Of Contents Proje...

Posted by Yibo Li on September 23, 2023

Notes - Fluent Python | 流畅的Python笔记

"Pythonic"

“Beautiful is better than ugly.” Notes on Fluent Python 2023-04-23 Yibo Li yli12@stevens.edu; yiboli@link.cuhk.edu.hk http://eborlee.github.io Table Of Contents Notes on Fluent Python...

Posted by Yibo Li on September 10, 2023

Notes - C++ Learning | C++学习笔记

"C++ Primer Plus / Effective C++ / Numerical Methods / My Notes..."

“Within C++, there is a much smaller and cleaner language struggling to get out.” Notes - C++ Learning | C++学习笔记 2023-05-08 Yibo Li yli12@stevens.edu; yiboli@link.cuhk.edu.hk http://eborle...

Posted by Yibo Li on September 9, 2023

C++ Practices | C++实现练习

"STL, Pools, Server"

C++ Practices | C++实现练习 2023-06-01 Yibo Li yli12@stevens.edu; yiboli@link.cuhk.edu.hk http://eborlee.github.io Table Of Contents C++ Practices | C++实现练习 Table Of Contents ...

Posted by Yibo Li on September 1, 2023

Notes - Convex Optimization | 凸优化

"Every little bit helps"

Convex Optimization 2023-06-01 Yibo Li yli12@stevens.edu; yiboli@link.cuhk.edu.hk http://eborlee.github.io Table Of Contents Convex Optimization Table Of Contents 仿射/凸/凸锥/集...

Posted by Yibo Li on September 1, 2023

Linux Operations & Deployment Notes | 服务部署与运维

"Linux"

“” Linux Operations & Deployment Notes 2023-04-23 Yibo Li yli12@stevens.edu; yiboli@link.cuhk.edu.hk http://eborlee.github.io Table Of Contents Linux Operations & Deployment N...

Posted by Yibo Li on August 22, 2023

CUHK Notes - QMF and MathModelling | 金数笔记

"Measure Theory, Ito, GBM, Stochastic Calculus, Risk-Neutral Pricing, MC..."

Notes on Courses QMF & MathModelling of CUHK 2023-04-24 Thanks for my professors, Dr. Willem J. Van Vliet, Dr. Keith Law and Mr. Kelvin Lam Yibo Li yli12@stevens.edu; yiboli@link.cuhk.edu.h...

Posted by Yibo Li on July 1, 2023

Deep Learning Practice | 深度学习实践整理

"Every little bit helps"

[Ebor] Issues About Deep Learning Practice in Quant Modeling 2023-06-22 Yibo Li yli12@stevens.edu; yiboli@link.cuhk.edu.hk http://eborlee.github.io Table Of Contents [Ebor] Issues About De...

Posted by Yibo Li on June 30, 2023

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MSCS@SIT / MSF@CUHK

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