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1. statistical-alpha-signal-combination-backtesting statistical-alpha-signal-combination-backtesting Public

   Statistical alpha signal combination and robust backtesting for US equities: 13-factor library, IC/validation battery (Newey-West, bootstrap CIs, IC decay), vectorized backtester, and a frozen mark…

   Jupyter Notebook 1

2. vix-project vix-project Public

   Erdos Institute Quant Finance Bootcamp Project

   Jupyter Notebook 1

3. CUDA-accelerated-Monte-Carlo-for-Exotic-Option-Pricing CUDA-accelerated-Monte-Carlo-for-Exotic-Option-Pricing Public

   A high-performance GPU-accelerated Monte Carlo simulation framework for pricing exotic financial options using CUDA

   C++ 1

4. Equity-Portfolio-Optimization-with-James-Stein-Shrinkage-and-Data-Extraction-Pipelines Equity-Portfolio-Optimization-with-James-Stein-Shrinkage-and-Data-Extraction-Pipelines Public

   A comprehensive framework for equity portfolio optimization using James–Stein shrinkage estimation techniques, with robust data extraction pipelines

   Jupyter Notebook 1

5. streaming-svd streaming-svd Public

   C++ 1