While I'm here. The people on the quantlib project might be
interested in a related project that I'm working on
(
http://www.bitquant.com.hk/). The goal is to create an open source
web/python frontend for quantlib that would be useful to individual
investors and small prop shops/family offices.
Most of my time over the past few months have been trying to get the
infrastructure together, and quantlib is important because it provides
and industry grade derviatives backend. Now the goal is to create a
frontend, and the one I'm building is focused on python.
We need all of the help we can get. So feel free to join the group
https://groups.google.com/forum/#!forum/bitquant-develI'm especially interested in getting people that are working for small
firms. The entire system is open source, and I'm hoping that we can
pull efforts to build a nice GUI frontend to quantlib.
One thing that I'd like to get out before the end of the year is a
python notebook that shows ordinary investors why the
callable-bull/bear certificates that the banks here in HK love to sell
are such terrible investments. The are one touch knockout options,
and I think most naive punters in HK don't realize how much the one
touch kills the value of the option.
I've noticed that retail brokers in HK don't provide charts that are
really useful to invidivual investors, and I'd like to use quantlib to
even the odds.
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