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Achievement: Pair ExtraordinaireAchievement: Pull Sharkx2Achievement: YOLOAchievement: Quickdraw

Achievements

Achievement: Pair ExtraordinaireAchievement: Pull Sharkx2Achievement: YOLOAchievement: Quickdraw

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AlphaShk/README.md

Denys Shkola

Software engineer at Erste Digital in Vienna, where I lead an internal AI accelerator team, and MSc Mathematics student at the University of Vienna.

Open to roles in AI / Forward-Deployed Engineering · Quant development · Quant research

Featured

  • Pulse: a crypto-perpetuals research stack on a Raspberry Pi 5 and a working paper. 1,871 trials counted and deflated for that count; no standalone edge after costs.
  • Multi-exchange market-data platform: a side project co-developed in a team of two; I implemented 19 of its 33 Rust exchange integrations and the shared normalization layer.
  • Prediction-market matching: LLM matching of equivalent contracts across Kalshi and Polymarket, feeding a fee-aware arbitrage scanner. Research only.
  • qnn-financial-forecasting: my BSc thesis code. Quantum neural networks in Qiskit and PyTorch that did not beat naive baselines, reported as a negative result.
  • bass-lv-calibration: the Bass local-volatility model on SPX options, a tested replication of Conze and Henry-Labordère (2021).
  • math-notes-agent-skills: agent skills that turn LaTeX notes into a dependency map behind fail-closed validation gates (live demo).

All projects, case studies and the CV: alphashk.github.io

Contact

Popular repositories Loading

  1. chatbot-java chatbot-java Public

    Jugend forscht 2023: Spring Boot REST backend serving a fine-tuned German GPT-2 study chatbot.

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  2. crnn crnn Public

    WUTIS SS25 team project I led: Keras CNN+GRU forecasting SPY intraday volatility, Optuna tuning, backtrader backtest.

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  3. wutis_quantum_to_quantum wutis_quantum_to_quantum Public

    Forked from SukramReburg/wutis_quantum_to_quantum

    WUTIS WS 25/26 team project I led: Qiskit QNN forecasts of returns and covariances feeding a Markowitz optimizer.

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  4. qnn-financial-forecasting qnn-financial-forecasting Public

    BSc thesis code: Qiskit and PyTorch quantum neural networks forecasting 5-asset returns and covariances. No edge found.

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  5. bass-lv-calibration bass-lv-calibration Public

    Bass local-volatility model on SPX options: fixed-point calibration, exact Monte Carlo, Asian pricing, vega hedging.

    Jupyter Notebook

  6. math-notes-agent-skills math-notes-agent-skills Public

    Agent Skills: LaTeX notes to an offline dependency map, handwritten lecture PDFs to LaTeX, behind fail-closed gates.

    JavaScript