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  1. hmm-regime-detector hmm-regime-detector Public

    Walk-forward Hidden Markov regime detection on 27.6 years of SPY, pre-registered before data download. Tested against a persistence-matched information-free control. Finding: the model does not cle…

    Python

  2. market-making-simulator market-making-simulator Public

    Market-making simulator with inventory management and sensitivity analysis.

    Python

  3. options-pricing-engine options-pricing-engine Public

    Black-Scholes options pricing engine built from scratch in NumPy, closed-form Greeks, hybrid Newton–bisection implied volatility solver, vol surface construction, and a pytest suite validated again…

    Python

  4. quantlab quantlab Public

    Event-driven quantitative trading, derivatives, portfolio risk and systematic-research laboratory.

    Python

  5. seismic-cat-bond-risk seismic-cat-bond-risk Public

    Exceedance modelling and parametric catastrophe bond pricing on 20,447 USGS earthquakes, Japan vs Chile: Gutenberg-Richter b-values by maximum likelihood, annualised exceedance curves with Monte Ca…

    Python

  6. trend-following-01 trend-following-01 Public

    Pre-registered EWMA trend-following study on 10 ETFs, 2008–2026. Decomposes a failed endpoint into sizing and timing components

    Python