Pinned Repositories
algo_trading
ArbitrageFreeSABR.jl
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
BankQuantIntern
Data-Driven-Option-Pricing---Semester-Project-
This study is done under Dr. Anindya Goswami from IISER Pune as a part of credited semester project in Spring Semester 2022 in IISER Pune.
master_thesis
Repository for master thesis: LSTM Neural Networks and HAR Models for Realized Volatility - An Application to Financial Volatility Forecasting
Quantifying-the-Impact-of-COVID19-on-Nifty50-Using-PCA
Surface_SVI
Surface SVI parameterisation and corresponding local volatility
text-preprocessing-techniques
16 Text Preprocessing Techniques in Python for Twitter Sentiment Analysis.
Starlord2222's Repositories
Starlord2222/Data-Driven-Option-Pricing---Semester-Project-
This study is done under Dr. Anindya Goswami from IISER Pune as a part of credited semester project in Spring Semester 2022 in IISER Pune.
Starlord2222/Quantifying-the-Impact-of-COVID19-on-Nifty50-Using-PCA
Starlord2222/algo_trading
Starlord2222/BankQuantIntern
Starlord2222/Behavioural-Asset-Pricing-and-Market-Mispricing
This project was carried under Dr. Suman Saurabh from IIT Kanpur as a part of Summer Project in 2021.
Starlord2222/binance-blsh-lob-bot
Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)
Starlord2222/Binance-Cryptoradar
A Python repository focused on applying Data Science to cryptocurrency trading on Binance Exchange
Starlord2222/blueshift-demo-strategies
Repository of demo strategies for the Blueshift platform
Starlord2222/EURUSD-Forecast-SARIMAX
Starlord2222/example-hftish
Example Order Book Imbalance Algorithm
Starlord2222/ForecastingVolatility
Comparing the performance of the GARCH(1,1) model and historical volatility, close-to-close volatility, Parkinson volatility, Garman-Klass volatility and Rogers-Satchell volatility in the rolling window method to forecast future volatility on the NASDAQ composite.
Starlord2222/hftbacktest
A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
Starlord2222/liquid-s4
Liquid Structural State-Space Models
Starlord2222/marketmaking-deribit-marketmaker-rest
A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for volatility and directional estimates to adjust the spread and skew the quotes.
Starlord2222/Modified-GSDMM
This code was implemented while working under the guidance of Prof. Chandra from IIT KGP and I've just modified the original algorithm implemented by original author rwalk.
Starlord2222/Narrative-Finance
Work Done under Prof. Abhijeet Chandra
Starlord2222/Quantsbin
Quantitative Finance tools
Starlord2222/SABR_Volatility_Arbitrage
A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
Starlord2222/Someting-with-transaction-cost-Monte-Carlo-and-FDM-option-pricing
Finance
Starlord2222/stable-diffusion
A latent text-to-image diffusion model
Starlord2222/straddle-algo-banknifty
Hypothesis Testing 01 - Straddle
Starlord2222/StructuralEntropy
Hedge long only portfolio using structural entropy
Starlord2222/Test-Folder
For personal all sorts of tests
Starlord2222/TriangularArbitrageCryptos
Starlord2222/tuducopytrade
Copy trade code
Starlord2222/US_SectorsLongShort
A long short strategy on US sectors (ETF/Future)
Starlord2222/VisualHFT
VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
Starlord2222/Volatilitiy-Surface-Implied-Volatility-Calibration
Calibrates the Implied Volatility Surface according to the SVI model and extracts the Implied probability density from options
Starlord2222/Volatility-Surface-Crypto-Options
Crypto-Options Volatility Surface Calibration and Arbitrage
Starlord2222/Volatility-Term-Structure-Strategy
Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure