sanzharbolatbek

Quant Trader MFT/HFT in Cryptocurrency markets.

Hong Kong

Pinned Repositories

DYDX_StatArb
Language:Python10
arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
Language:Python10
RiskParityPortfolio
Implementation of Risk Parity Portfolio and comparisons with Markowitz and GMVP portfolios
Language:Jupyter Notebook00
C-High-Performance-for-Financial-Systems-
Language:C++00

sanzharbolatbek/arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
Language:Python1
sanzharbolatbek/C-High-Performance-for-Financial-Systems-
sanzharbolatbek/RiskParityPortfolio
Implementation of Risk Parity Portfolio and comparisons with Markowitz and GMVP portfolios
Language:Jupyter Notebook
sanzharbolatbek/DYDX_StatArb
Language:Python1