Popular repositories Loading
-
statistical-arbitrage-engine
statistical-arbitrage-engine PublicA 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.
Python 1
-
-
quantitative-portfolio-analytics
quantitative-portfolio-analytics PublicA comprehensive toolkit for Portfolio Optimization (MPT), Risk Simulation (Monte Carlo/Historical Stress Testing), and Derivatives Pricing (Black-Scholes & Greeks).
Python
-
optimal-execution-rl
optimal-execution-rl PublicA 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…
Python
-
option-pricing
option-pricing PublicA comparative analysis of discrete vs. continuous pricing frameworks. Implements numerical methods for early exercise boundary detection (American Puts) and volatility surface calibration via SLSQP…
Jupyter Notebook
If the problem persists, check the GitHub status page or contact support.