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equity-factors-optimizer Public
Backtesting & optimizing equity factor strategies (momentum, value, quality) with Python and mean-variance portfolio construction.
Python UpdatedSep 5, 2025 -
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risk-frameworks Public
Python model measuring Value-at-Risk (VaR) and Expected Shortfall (ES) for a £1m GBP/USD portfolio, with scenario stress testing and client-style reporting.
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fx-hedging-demo Public
Python demo showing FX hedging with forwards & options (payoff tables, chart, and decision metrics)
Python UpdatedAug 28, 2025 -
options-greeks-calculator Public
Python CLI tool to calculate Black–Scholes option price and Greeks (Delta, Gamma, Vega, Theta) with plotting features.
Python UpdatedAug 27, 2025 -
total-return-swap-case-study Public
Case study on how hedge funds used Total Return Swaps (TRS) for tax avoidance, how UK law closed the loophole, and the risks of hidden leverage.
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fx-arb-dashboard Public
Real-time FX CIP arbitrage dashboard with live OANDA data, forward-rate deviation tracking, PnL simulation, equity curve visualization, and automated alerts for monitoring arbitrage opportunities.
Python MIT License UpdatedJul 23, 2025 -
quant-pairs-trading Public
Cointegration screener + cost-aware long-short pairs-trading back-tester with full risk stats.
Python MIT License UpdatedJul 8, 2025 -
limit-order-block Public
Ultra-lightweight Python engine that simulates an exchange-style limit order book at 1 M msgs/s.
Python UpdatedJul 8, 2025
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