Skip to content
View SRG-eddieliu's full-sized avatar
1 follower · 0 following

Block or report SRG-eddieliu

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
SRG-eddieliu/README.md

Eddie Liu

UC Berkeley MFE | CFA Charterholder | ASA

I build systematic investing and AI-assisted quantitative research systems.

Research Interests

  • Systematic equity investing
  • Multi-asset portfolio allocation
  • Financial NLP
  • Reinforcement learning for portfolio optimization
  • Volatility forecasting
  • Agentic research workflows
  • AI-assisted quantitative investing

Current Focus

Systematic Alpha Lab
An in-progress AI-assisted systematic research platform for factor research, alpha generation, portfolio construction, backtesting, attribution, and research memo generation.

Core workflow:

Data Ingestion -> Feature Engineering -> Signal Generation -> Factor Evaluation -> Portfolio Construction -> Backtesting -> Attribution -> Research Memo

Selected Projects

Project Status Focus
Systematic Alpha Lab In progress AI-assisted systematic research platform
OptionPricer Demo-ready C++ derivatives pricing engine
RNN Volatility Lab In progress Volatility forecasting
Transformer SAC Portfolio Allocation Planned Reinforcement learning allocation research
Earnings Call NLP Alpha Planned Financial NLP alpha research
Financial Statement Integrity Factor Planned Fundamental/forensic factor research

Background

  • UC Berkeley Master of Financial Engineering
  • Rotman Master of Finance
  • Waterloo Mathematics
  • CFA Charterholder
  • Associate of the Society of Actuaries

Professional experience across quantitative risk analytics, treasury and balance sheet management, and pricing model development.

Pinned Loading

  1. OptionPricer OptionPricer Public

    C++20 derivatives pricing engine covering Black-Scholes, lattice methods, Monte Carlo, LSMC, and path-dependent options.

    C++

  2. systematic-alpha-lab systematic-alpha-lab Public

    In-progress AI-assisted systematic alpha research platform for factors, signals, portfolio construction, backtesting, and research automation.

    Python