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Achievements

Achievement: YOLOAchievement: QuickdrawAchievement: Pull Sharkx2

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  1. statistical-arbitrage statistical-arbitrage Public

    Pairs trading framework for US equities using cointegration-based pair selection, Ornstein-Uhlenbeck spread modeling, and Kalman filter hedge ratios with walk-forward backtesting.

    Jupyter Notebook

  2. SABR-Delta-Hedging Public

    Calibrate the SABR stochastic volatility model to SPX implied volatility surfaces and benchmark smile-aware delta-hedging strategies against the Black–Scholes baseline.

    Python

  3. american-option-pricing american-option-pricing Public

    American option pricing via Longstaff-Schwartz Monte Carlo under GBM and Heston dynamics

    Python

  4. CSS_Project CSS_Project Public

    Spatial predator-prey cellular automaton (CA) to investigate the Hydra effect

    Jupyter Notebook 2

  5. boids-interactive boids-interactive Public

    A real-time, interactive flocking simulation implementing Craig Reynolds' Boids algorithm.

    Python