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Pranav Ahluwalia (pranavwalia)

pranavwalia

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Location:Boston MA

Home Page:www.prandev.com

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Pranav Ahluwalia's repositories

JeffEAlgorithmsNotes

Notes, Select Exercises, and Python Implementations for Algorithms Textbook by Jeff Erickson

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CFRM

Implementations of counterfactual regret minimization algorithm for various toy games. Uses AI agents and simultaneous learning to converge towards optimal solutions.

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blog.github.io

Blog on software

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StatArbLab

StatArbLab is a library featuring convinient and scalable implementations of various statistical arbitrage techniques. The library utilizes vectorized backtesting and customizable brokerage fee structures. StatArbLab is designed to serve students, academics, and quantitative researchers alike.

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DerivativesModelling

Collection of Options and Derivatives Pricing Models in Python and C++

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poker-solver

A Poker game tree solver using counter-factual regret minimization

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pranavwalia.github.io

Portfolio site

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styleguide

Style guides for Google-originated open-source projects

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