Passionate quantitative and risk modeler building things that make a difference.
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Monte-Carlo-Simulator
Monte-Carlo-Simulator PublicA Python simulator for exploring Monte Carlo methods and modeling uncertainty on Netflix Stock prices.
Python
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Statistical-Arb-Engine
Statistical-Arb-Engine PublicEngine for pairs and triplets for statistical arbitrage.
Jupyter Notebook
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Hawkes-Simulator-OrderBook
Hawkes-Simulator-OrderBook PublicSimulating and analyzing high-frequency order book dynamics using Hawkes processes.
Python
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nflx_pnl_dashboard
nflx_pnl_dashboard PublicSingle Asset Volatility based Position Sizing Strategy
Jupyter Notebook
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