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  1. quant-alpha-research quant-alpha-research Public

    Quantitative research framework for cross-sectional equity alpha: random matrix theory covariance cleaning, purged combinatorial cross-validation, and Deflated Sharpe Ratio — measuring how much of …

    Python

  2. STARK-hackathon-Mines-Paris/STARK STARK-hackathon-Mines-Paris/STARK Public

    An end-to-end STARK prover and verifier written from scratch in Python. Radix-2 NTT over a 2-adic prime field replaces O(n³) Lagrange interpolation — 117× faster prover, 223× prover/verifier asymme…

    Python

  3. PCA-Boosted-Statistical-Arbitrage PCA-Boosted-Statistical-Arbitrage Public

    A cross-sectional statistical arbitrage framework combining PCA factor extraction and gradient boosting to capture mean-reversion in idiosyncratic equity returns.

    Python

  4. RL-Market-Making-Agent RL-Market-Making-Agent Public

    Merging my interests in finance, game theory, and RL! This Market Maker agent learns to survive adverse selection, dynamically adjusting its bid-ask spread to balance inventory risk and profitabili…

    Python

  5. aviation-emissions-modeling aviation-emissions-modeling Public

    Large-scale numerical pipeline: piecewise-affine model vectorization (415×, O(n log S)), multiple-testing-controlled feature selection, leakage-safe walk-forward backtesting, gradient boosting & LS…

    Python