🌴
On vacation
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Columbia University
- New York City
- in/nigelli2
- https://www.notion.so/Nigel-Wing-Pui-Li-2f7750bbef3e808d9b03ca39f61ef4f0
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fourier-option-pricer
fourier-option-pricer PublicResearch-grade Python library for characteristic-function option pricing across stochastic-volatility, jump, Lévy, and hybrid models, with validated Fourier engines and reproducible benchmarks.
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IAQF-2026-Submission
IAQF-2026-Submission PublicStablecoin market fragmentation and microstructure during the March 2023 USDC de-peg crisis. IAQF 2026 Student Competition submission.
Jupyter Notebook 1
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prediction-pipeline
prediction-pipeline PublicLive order book ingest, cross-exchange matching, and arb detection across Polymarket and Kalshi
Python 1
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