David Attenborough narrates your life

Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by st…

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction …

An intuitive Bloomberg API

Simple Python script that generates cellular automata posters as PDF files.

Obsidian Plugin to execute code in a note.

PyTorch-based framework for Deep Hedging

Automatic Options Hedging and Backtesting

DCC GARCH modeling in Python

Die wichtigsten APIs Deutschlands in einem Python Paket.

Stock market tracker for hackers.

💻 C++ Functional Terminal User Interface. ❤️

ImTui: Immediate Mode Text-based User Interface C++ Library

🎤⌨️ Acoustic keyboard eavesdropping

Mathematica implementations of machine learning algorithms used for prediction and personalization.

Wolfram Language kernel for Jupyter notebooks

Workshops for the Central Bank of Chile