Aaron's repositories
DerivativesCalc
a binomial approach for derivative pricing
AlgorithmicTrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
ecoute
Ecoute is a live transcription tool that provides real-time transcripts for both the user's microphone input (You) and the user's speakers output (Speaker) in a textbox. It also generates a suggested response using OpenAI's GPT-3.5 for the user to say based on the live transcription of the conversation.
ESL-CN
The Elements of Statistical Learning (ESL)的中文翻译、代码实现及其习题解答。
HDB_Resale_Prices
Predicted and identified the drivers of Singapore HDB resale prices (2015-2019) with 0.96 Rsquare & $20,000 MAE. Web app deployment using Streamlit for user price prediction.
HFT-Pairs-Trading
High Frequency Pairs Trading Based on Statistical Arbitrage (Python) :moneybag:
Investigate_Singapore_HDB_resale
To understand Singapore housing price // regression analysis
jump-orderbook
Coding exercise I did ages ago for a Jump Trading interview
limit-order-book
A C++ and Python implementation of the limit order book.
probability
Probability and Elements of Real Analysis, Baruch Assignments
Qunat_Interview_Algo
Quant trader/researcher Interview Question Collection
SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
text-generation-webui-colab
A colab gradio web UI for running Large Language Models