Algorithmic trading client and strategies for a Jane Street–style electronic exchange: pennying market-making, micro-MACD, bond maker, ETF/ADR arbitrage.

Scrape earnings transcripts and predict stock performance using machine learning.

🚀 Implement algorithmic trading strategies for a Jane Street-style exchange, featuring market-making, arbitrage, and momentum signals.

AI/ML experiments for stock screening, anomaly detection, and quantitative signal generation — leveraging technical and fundamental analysis inspired by O’Neil, Weinstein, and Minervini, and advanced deep learning strategies.

Python implementation and simple GUI of various quantitative formulae such as black scholes, Monte carlo, crank nicolson etc.