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alexisdpc/README.md
╭────────────── 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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  1. WorldQuant-alpha-trading WorldQuant-alpha-trading Public

    🌐 Documentation on the WorldQuant BRAIN market simulator and explicit examples of alpha signals.

    23 3

  2. 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

  3. 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

  4. 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

  5. RL-Stock-Trader RL-Stock-Trader Public

    🤖 Stock trader that uses Reinforcement Learning to maximize the profit on a set of stocks.

    Jupyter Notebook

  6. algo-trading-API algo-trading-API Public

    💎 Live trading crypto on DeFi exchanges. Data analytics using the Deribit API and Dune Analytics.

    Jupyter Notebook 2 1