╭────────────── Welcome to my Github 👋 ──────────────────╮😄 ┃ I am quant working on systematic trading, with a PhD in ┃ ┣━━ 💾 Repositories ┃ particle physics from Durham University. My interests ┃ ┃ ┣━━ Heston Model ┃ include algorithms, Monte Carlo simulations, stochastic ┃ ┃ ┣━━ Black-Scholes and Greeks ┃ calculus, deep learning, and reinforcement learning. ┃ ┃ ┣━━ Deep Hedging ┃ ┃ ┃ ┗━━ Sentiment Analysis LLM ┃ ┃ ┗━━ 📚 Particle Physics Articles ┃ Feel free to reach out! ┃ ┣━━ Electric Dipole Moments & New Forces ┃ ┃ ┣━━ The QCD Axion & Unification ┃ ┃ ┗━━ Asymptotic Safety ╰──────────────────────────────────────────────────────────╯
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WorldQuant-alpha-trading
WorldQuant-alpha-trading Public🌐 Documentation on the WorldQuant BRAIN market simulator and explicit examples of alpha signals.
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Options-Analytics
Options-Analytics Public📈 A simple yet powerful pipeline for financial options analysis that makes pricing insights fast, transparent, and reproducible. 🧮 Focused on the Greeks (Δ, Γ, Θ, Vega) with extras like an adverse …
Python
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Deep-Hedging
Deep-Hedging Public🗠 Implementation of the Deep Hedging algorithm. The aim is to use a neural network architecture to hedge a portfolio of derivatives without computing the "greeks".
Jupyter Notebook 3
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Heston-model
Heston-model Public📈 I implement the Heston model for pricing and calculate the price of a call/put option. In this model, the volatility of the asset is a stochastic process.
Jupyter Notebook
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RL-Stock-Trader
RL-Stock-Trader Public🤖 Stock trader that uses Reinforcement Learning to maximize the profit on a set of stocks.
Jupyter Notebook
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algo-trading-API
algo-trading-API Public💎 Live trading crypto on DeFi exchanges. Data analytics using the Deribit API and Dune Analytics.
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