Projects
Open-source implementations in quantitative finance — from alpha research and derivatives pricing to live algorithmic trading platforms.
Featured
high-frequency-trading
No description.
alpha-factor-engine
Jane Street dataset · Purged walk-forward CV · SHAP feature attribution
Systematic alpha discovery on the Jane Street dataset using LightGBM with purged walk-forward CV, SHAP factor analysis, and long-short quintile backtesting. Python · Quant Finance · ML.
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Implied-Volatility
Newton-Raphson IV extraction · Vol smile construction
code for the implementation of Implied Volatility.
Hedging-Strategy
Delta-gamma hedging · Discrete rebalancing P&L analysis
Hedging Strategy Implementation.
quantitative-trading
Vectorised backtesting · Multi-signal regime analysis
The repo is dedicated to quant related strategies and code. One such tutorial is about Simple Moving Average (SMA) Cross-Over Strategy where we trade the underlying instrument/asset based on signals generated after the SMA crossover.
Binance-CryptoView
Live Binance order execution · Real-time charting · Strategy backtesting
Binance-CryptoView is a flask based web app capable to execute buy sell orders on Binance, it supports additional features like live Candle Stick Chart on Webpage and list of all the assets and their quatities, a User owns in his Binance Account. It also has a feature to customize any Strategy and test it.
Quantitative-Trading-Strategies
EP Chan strategies · Transaction cost modelling
This repo has my own implementation of various quantitative trading strategies I learnt through the Book by EP Chan - Quantitative Trading.
LLMs-Python
The repo aims to demonstrate the implementation and use case of Gen AI/LLM models training, inferencing and Fine Tuning LLMs for each of the Specific Use case with the help of python.