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Achievements

Achievement: YOLOAchievement: Pull Shark

Achievements

Achievement: YOLOAchievement: Pull Shark

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alexisdpc/README.md 
╭────────────── Welcome to my Github 👋  ──────────────────╮😄               
┃ I am aresearcher at La Sapienza University with a        ┃ ┣━━ 💾 Repositories                         
┃ PhD in particle physics from Durham University. My       ┃ ┃   ┣━━ Heston Model
┃ research interests include Monte Carlo simulations,      ┃ ┃   ┣━━ Black-Scholes and Greeks
┃ stochastic calculus, deep learning and NLP.              ┃ ┃   ┣━━ Deep Hedging
┃                                                          ┃ ┃   ┗━━ Extract Title & Authors 
┃                                                          ┃ ┗━━ 📚 Particle Physics Articles       
┃ Feel free to reach out!                                  ┃      ┣━━ Electric Dipole Moments & New Forces
╰──────────────────────────────────────────────────────────╯      ┣━━ The QCD Axion & Unification
                                                                   ┗━━ Asymptotic Safety

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  1. Black-Scholes-and-Greeks Black-Scholes-and-Greeks Public

    🏛️ I implement the Black-Scholes model, the Greeks and Delta-hedging. I also overview and implement Kirk's approximation to price the spead option on two futures contracts.

    Jupyter Notebook

  2. Heston-model Heston-model Public

    📈 I implement the Heston model for pricing and calculate the price of a call/put option. In this model, the volatility of the asset is a stochastic process.

    Jupyter Notebook

  3. Deep-Hedging Deep-Hedging Public

    🗠 Implementation of the Deep Hedging algorithm. The aim is to use a neural network architecture to hedge a portfolio of derivatives without computing the "greeks".

    Jupyter Notebook 2

  4. RL-Stock-Trader RL-Stock-Trader Public

    🤖 Stock trader that uses Reinforcement Learning to maximize the profit on a set of stocks.

    Jupyter Notebook

  5. algo-trading-API algo-trading-API Public

    💎 Live trading crypto on DeFi exchanges. Data analytics using the Deribit API and Dune Analytics.

    Jupyter Notebook 1 1

  6. WorldQuant-alpha-trading WorldQuant-alpha-trading Public

    🌐 Documentation on the WorldQuant BRAIN market simulator and explicit examples of alpha signals.

    3