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Developing quantitative tools for financial markets
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Developing quantitative tools for financial markets
4 followers · 22 following

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  1. Aletheia Aletheia Public

    A Deribit options trading framework that finds mispriced crypto options by comparing market-implied probabilities against historical statistical forecasts. Automatically flags overvalued tail risk …

    Python 2

  2. TardisDevParser TardisDevParser Public

    Python CLI for downloading historical cryptocurrency market data from Tardis.dev, configurable fetching, credential checks, and metadata discovery.

    Python 2

  3. FunctionalScale FunctionalScale Public

    Research code for functional GAS and functional GARCH models for volatility surface estimation and forecasting, including scalable estimation methods and empirical applications to high-frequency fi…

    MATLAB 2

  4. FunctionalMH FunctionalMH Public

    Research code for nonparametric stationarity testing of diffusion processes using time-domain and state-domain volatility estimation. Includes simulation studies, statistical inference, and empiric…

    Jupyter Notebook 2