Pinned Loading

1. montecarlo-pricer montecarlo-pricer Public

   Monte Carlo pricer and delta-hedging engine for basket, Asian and performance options on correlated shares (C++17 / PNL). Conditional re-pricing at every rebalancing date, finite-difference deltas …

   C++

2. delta-hedging delta-hedging Public

   Delta-hedging backtester for basket call options (C# / .NET 10). Self-financing replication with periodic or threshold rebalancing, source-agnostic engine, 20 unit tests, output verified to 1e-14 a…

   C#

3. near-realtime-financial-forecasting-aws near-realtime-financial-forecasting-aws Public

   Near real-time stock price forecasting on AWS. Serverless ingestion, ETL (Glue), sentiment (Comprehend), probabilistic forecasting (SageMaker DeepAR) across two horizons. QuickSight dashboard, emai…

   Python

4. portfolio-allocation-engine portfolio-allocation-engine Public

   Risk-profiled multi-asset allocation: mean-CVaR engine, walk-forward lab across 23 years and 40 methods, deflated-Sharpe scoring, Streamlit dashboard

   Python

5. sp500-random-forest-predictor sp500-random-forest-predictor Public

   Next-day direction of the S&P 500 (SPY) with a Random Forest on technical features. Yahoo Finance data pipeline, feature engineering (RSI, volatility, moving averages), walk-forward evaluation, and…

   Jupyter Notebook

6. stock-market-simulator stock-market-simulator Public

   A Java-based stock market simulator with GUI, API integration, and user portfolio tracking.

   Java