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  1. statistical-arbitrage-engine statistical-arbitrage-engine Public

    A Statistical Arbitrage engine comparing Static OLS, Rolling OLS, and Kalman Filter strategies. Solves the non-stationarity problem in pairs trading using adaptive state-space models.

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  3. quantitative-portfolio-analytics quantitative-portfolio-analytics Public

    A comprehensive toolkit for Portfolio Optimization (MPT), Risk Simulation (Monte Carlo/Historical Stress Testing), and Derivatives Pricing (Black-Scholes & Greeks).

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    A tick-level Reinforcement Learning environment for optimal trade execution. Implements PyTorch DDQN and Tabular Q-Learning agents on real-world Limit Order Book (LOB) data to minimize empirical sl…

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    A comparative analysis of discrete vs. continuous pricing frameworks. Implements numerical methods for early exercise boundary detection (American Puts) and volatility surface calibration via SLSQP…

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