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46 followers · 4 following
  • New York City

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Achievement: StarstruckAchievement: Arctic Code Vault Contributor
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Achievements

Achievement: StarstruckAchievement: Arctic Code Vault Contributor
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Pinned

  1. HFT-Pairs-Trading HFT-Pairs-Trading Public

    High Frequency Pairs Trading Based on Statistical Arbitrage (Python) 💰

    Jupyter Notebook 91 27

  2. NN-Option-Pricing NN-Option-Pricing Public

    Deep Neural Networks for Options Pricing (Python) 💎

    Jupyter Notebook 39 8

  3. midas_pro midas_pro Public

    Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS) ⛳

    Jupyter Notebook 52 28

  4. Fuzzy_Merge Fuzzy_Merge Public

    Use C++ and Python to implement the passjoin algorithm ⚔️

    Jupyter Notebook 2