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1. Crypto-Stat-Arb Crypto-Stat-Arb Public

   Market-neutral crypto stat-arb research + backtest: build signed k-NN correlation graphs, remove market mode via PCA, cluster tokens (SPONGE/BNC/signed spectral), and trade mean-reversion signals i…

   Jupyter Notebook 1

2. Temporary-Impact-Modeling Temporary-Impact-Modeling Public

   Builds an intraday liquidity curve from quote data, calibrates a piecewise temporary market impact model (flat cost to depth; concave power-law tail), then solves the optimal minute-by-minute execu…

   Jupyter Notebook 2

3. Alpha-Factor-Mining-Framework Alpha-Factor-Mining-Framework Public

   LLM-driven alpha factor mining framework for US equities with walk-forward backtesting, 8-gate signal validation, and paper-trading execution

   Python 4

4. lob-engine-cpp lob-engine-cpp Public

   High-performance C++ limit order book engine processing LOBSTER tick data with dual backends, real-time microstructure analytics, and replay benchmarking

   C++ 1

5. option-volatility-pricing option-volatility-pricing Public

   Option pricing and volatility modeling framework with Black-Scholes, implied vol extraction via brentq, and PyTorch LSTM pipelines for realized volatility forecasting

   Jupyter Notebook 1

6. hyPer hyPer Public

   Forked from staylan488-ux/hyPer

   hyPer - strength training and nutrition. rooted in science.

   TypeScript 1