codegithubka - Overview

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1. 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. 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 via Longstaff-Schwartz Monte Carlo under GBM and Heston dynamics

   Python

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

   Jupyter Notebook 2

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

   Python