lenchik-ponchik

Pinned Repositories

365Processing
Language:Processing00
bridge-assets
Bridge assets info&metadata repository
Language:Python00
computer-science-in-javascript
Collection of classic computer science paradigms, algorithms, and approaches written in JavaScript.
Language:JavaScript00
docker-express-example
Language:JavaScript00
ecosystem
Project files for Solana ecosystem members
00
parcel-starter
Parcel starter with Pug, Scss, ES6
Language:HTML10

lenchik-ponchik's Repositories

lenchik-ponchik/parcel-starter
Parcel starter with Pug, Scss, ES6
Language:HTML10
lenchik-ponchik/365Processing
Language:Processing00
lenchik-ponchik/bridge-assets
Bridge assets info&metadata repository
Language:Python00
lenchik-ponchik/computer-science-in-javascript
Collection of classic computer science paradigms, algorithms, and approaches written in JavaScript.
Language:JavaScript00
lenchik-ponchik/docker-express-example
Language:JavaScript00
lenchik-ponchik/ecosystem
Project files for Solana ecosystem members
00
lenchik-ponchik/entropy-market-maker
Sample market making repo for Entropy exchange
lenchik-ponchik/next-auth
An authentication library for Next.js projects
Language:JavaScript
lenchik-ponchik/node-ts-template
Language:TypeScript
lenchik-ponchik/parcel-plugin-lazy
Parcel plugin to support data-srcset and data-src
Language:JavaScript
lenchik-ponchik/profit-calc-web
Language:CSS
lenchik-ponchik/quant-trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
lenchik-ponchik/raycast-scripts
Collection of Raycast scripts to automate stuff
lenchik-ponchik/sapper-template
Sapper + Svelte template with PostCSS and Pug support
Language:JavaScript
lenchik-ponchik/serum-history
Collect and aggregate trades from serum dex for display in tradingview
lenchik-ponchik/spin-mm-example
lenchik-ponchik/spin-sdk-minimal-example
Language:TypeScript1
lenchik-ponchik/sveltana
lenchik-ponchik/svelte-near-example
Language:Svelte2
lenchik-ponchik/svelte-viewpoint
Language:HTML
lenchik-ponchik/Volatility-Study
• Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot and options prices data from CBOE and Yahoo Finance • Utilized NumPy, Pandas, and SciPy packages to calculate implied volatility, realized volatility, and risk premiums to measure how the market prices risk • Gathered and plotted daily VIX futures data with Selenium, Seaborn and Matplotlib to study volatility term structure • Examined volatility clustering and built forecasting tools for market risk using correlations of daily absolute returns and volatility at different time lags