Defi: Swap, Deposit, Borrow, Approve ERC20, Borrow & Repay. Verify via Etherscan and Aave UI

Exotic Option Valuation using Monte Carlo Simulations

Quantitative Finance Library built in Rust

Analyze and compare investments in popular ETF invesments. Choose a starting capital, the ETFs, and a specific date range

An aave-like defi product that enables users to Lend,, borrow and repay assets. Assets are ERC-20 tokens.

A comprehensive list of quantitative finance portfolio/strategy performance measures.

Algo-trading on corporate actions by leveraging NLP.

Interactive Streamlit app simulating Geometric and Arithmetic Brownian Motion. Visualize financial asset price movements with adjustable parameters for paths, time steps, volatility, and initial price.

This repository hosts a Python notebook analyzing the years needed to achieve statistical significance in investment alpha. It visualizes challenges in proving significant alpha, promoting systematic and index fund investing for long-term stability.

Trading Evolved book code

High-Performance Automatic Differentiation for Python

Quant finance side projects: calculation of volatility surfaces from option chain data, LSTM time series prediction

RustyQlib: A quant library for derivative pricing and quantitative finance

IB Gateway in a headless docker container.

Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).

I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financial time series.

Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display methodology.

Transformer for Portfolio Optimization. Applicable to Mid/Low Frequency Trading

The official example scripts for the Numerai Signals Data Science Tournament

This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!