ZacKeskin
Quant Researcher in HFT. Previously mathematial computing postgrad @UCL and Physics undergrad @Imperial College
London
Pinned Repositories
cpp_cw1
Working files for cpp coursework
cpp_cw2
Working files for second C++ coursework
csharp-skeleton
2018 Coding Challenge: C# Skeleton
docker-python
Kaggle Python docker image
GAN-Factory
Repo for Group Project in Deep Learning
HPC
Repo for High Performance Computing and OpenCL Scripts
keskin_aste_rsos
Repository to share data and code for open access publication
Nattr
Optimisation
Numerical Optimisation solutions to Markowitz portfolio diversification, and optimal allocation for Sharpe Ratio maximisation.
PyCausality
Calculate predictive causality between time series using information-theoretic techniques
ZacKeskin's Repositories
ZacKeskin/PyCausality
Calculate predictive causality between time series using information-theoretic techniques
ZacKeskin/Optimisation
Numerical Optimisation solutions to Markowitz portfolio diversification, and optimal allocation for Sharpe Ratio maximisation.
ZacKeskin/GAN-Factory
Repo for Group Project in Deep Learning
ZacKeskin/HPC
Repo for High Performance Computing and OpenCL Scripts
ZacKeskin/keskin_aste_rsos
Repository to share data and code for open access publication
ZacKeskin/cpp_cw1
Working files for cpp coursework
ZacKeskin/cpp_cw2
Working files for second C++ coursework
ZacKeskin/csharp-skeleton
2018 Coding Challenge: C# Skeleton
ZacKeskin/docker-python
Kaggle Python docker image
ZacKeskin/Nattr
ZacKeskin/opencv
Open Source Computer Vision Library
ZacKeskin/python-skeleton
2018 Coding Challenge: Python Skeleton
ZacKeskin/qpsolvers
Wrapper around QP solvers in Python with a unified API
ZacKeskin/vingt-et-un
Monte-Carlo solver to calculate optimal card-counting strategies in blackjack (work in progress)