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1. HFTENGINE HFTENGINE Public

   Replay console for hftbacktest market-making backtests: order book, queue position of every resting order, feed and order latency, fills and the raw feed from the collector, on real recorded Binanc…

   TypeScript 341 35

2. CLUSTERING-MARKET-REGIMES CLUSTERING-MARKET-REGIMES Public

   Python implementation of "Clustering Market Regimes Using the Wasserstein Distance" (Horvath et al., 2021). Detects bull/bear market regimes using optimal transport distance on return distributions…

   Python 72 18

3. CRASH-LANDSCAPES CRASH-LANDSCAPES Public

   Topological data analysis of market crashes: persistent homology of four US indices, 1992-2026. The signal measures decoupling, not crash size, and detects rather than predicts.

   Jupyter Notebook 14 2

4. Cardinality-Constrained-Portfolio-Optimization Cardinality-Constrained-Portfolio-Optimization Public

   A research-style project that solves the mean-variance portfolio optimization problem with a cardinality constraint using integer programming. This model captures the real-world need to limit the n…

   Jupyter Notebook 21 5

5. Superposition-Entanglement Superposition-Entanglement Public

   Lecture-style LaTeX notes on entanglement and its applications in quantum information. Covers QKD (BB84), entanglement entropy, Bell states, CHSH inequality, superdense coding, teleportation, gate …

   21 1

6. QFT-Eigenvalue-Estimation QFT-Eigenvalue-Estimation Public

   A mathematical approach to the Quantum Fourier Transform and its application to Eigenvalue Estimation

   18 1