Alexis Plascencia's repositories
WorldQuant-alpha-trading
🌐 Documentation on the WorldQuant BRAIN market simulator and explicit examples of alpha signals.
Deep-Hedging
🗠 Implementation of the Deep Hedging algorithm. The aim is to use a neural network architecture to hedge a portfolio of derivatives without computing the "greeks".
algo-trading-API
💎 Live trading crypto on DeFi exchanges. Data analytics using the Deribit API and Dune Analytics.
Bayesian-bandits
I implement a bayesian reinforcement learning algorithm.
Black-Scholes-and-Greeks
🏛️ I implement the Black-Scholes model, the Greeks and Delta-hedging
Black-Scholes-Options
We implement the pricing of a Call/Put/Digital option in C++.
fastapi-example
fastapi example
GraduateAdmissions-Kaggle
🚀 I implement a Neural Network to predict the chance of getting admitted into grad school.
Heston-model
📈 I implement the Heston model for pricing and calculate the price of a call/put option. In this model, the volatility of the asset is a stochastic process.
Kirks-approximation
♾️ We overview and implement Kirk's approximation to price the spead option on two futures contracts.
RL-Stock-Trader
🤖 Stock trader that uses Reinforcement Learning to maximize the profit on a set of stocks.
restaurant-drive-thru-AI
🍔 Automates a food order from a json food menu using Retrieval-Augmented Generation (RAG) with OpenAI and MistralAI.
Sentiment-analysis-NLP-LLM
The aim is to predict whether a film review is positive or negative.
title-author-from-pdf-API
📝 Python script that obtains the title and authors from a pdf of a scientific article.
wtecc-CICD_PracticeCode
CICD_PracticeCode