Pinned Loading

1. collective-alpha collective-alpha Public

   Assimilation of multi-asset market data, quantitative signals, and systematic execution algorithms. Resistance to alpha decay is futile.

   Jupyter Notebook

2. algo_market_making algo_market_making Public

   A repository of quantitative market-making models and liquidity providing algorithmic trading strategies.

   Jupyter Notebook

3. optimal_execution optimal_execution Public

   A repository of optimal execution algorithms and market impact models

   Jupyter Notebook

4. portfolio_optimization portfolio_optimization Public

   A repository containing a few of the many approaches to optimize a portfolio.

   Jupyter Notebook

5. statistical_arbitrage statistical_arbitrage Public

   A research repository containing back-tests for various stat arb strategies.

   Jupyter Notebook