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1. Portfolio-Construction---Factor-Model Portfolio-Construction---Factor-Model Public

   Streamlit-based portfolio construction dashboard implementing a multifactor model with factor exposure targeting, portfolio optimization, and interactive visualization of portfolio weights and risk…

   Python 1

2. Options-Pricing-and-Volatility-Surface-Modeling-in-Python Options-Pricing-and-Volatility-Surface-Modeling-in-Python Public

   Python library pricing options across 7 models: Black-Scholes, Binomial Tree, Monte Carlo, Finite Difference (Explicit/Implicit/Crank-Nicolson), Heston, Merton Jump Diffusion, and SABR. Calibrated …

   Jupyter Notebook 1

3. Statistical-Arbitrage-Market-Neutral-Spread-Trading-on-S-P-500-Cointegrated-Equities Statistical-Arbitrage-Market-Neutral-Spread-Trading-on-S-P-500-Cointegrated-Equities Public

   Statistical arbitrage engine that screens S&P 500 pairs using Engle-Granger and Johansen cointegration tests, fits Ornstein-Uhlenbeck dynamics via MLE, and trades spreads with a Kalman filter hedge…

   Jupyter Notebook 1

4. Market-Making-Simulator Market-Making-Simulator Public

   Avellaneda-Stoikov market making framework applied to SPY equity and options. Covers parameter calibration from real market data, Black-Scholes/SABR pricing, delta hedging, and P&L decomposition ac…

   Jupyter Notebook 1

5. Multi-Asset-Portfolio-Risk-Engine-VaR-CVaR-Backtesting Multi-Asset-Portfolio-Risk-Engine-VaR-CVaR-Backtesting Public

   Institutional-style market risk pipeline for a multi-asset $1M portfolio. Computes VaR and CVaR via three methods (Historical Simulation, Parametric, Monte Carlo), validates models with Kupiec and …

   Jupyter Notebook 1

6. ETF-Volatility-Forecasting-From-GARCH-to-LSTM ETF-Volatility-Forecasting-From-GARCH-to-LSTM Public

   Forecasting realized volatility for 5 US sector ETFs using statistical models (ARIMA, GARCH, EGARCH), machine learning (Ridge, XGBoost, SVR), and deep learning (LSTM) on 20 years of daily data.

   Jupyter Notebook 1