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  1. statarb-pairs-trading-2 statarb-pairs-trading-2 Public

    Pairs trading strategy using Engle-Granger cointegration and a Kalman-filtered dynamic hedge ratio, with walk-forward out-of-sample backtesting.

    Python

  2. options-vol-surface options-vol-surface Public

    From-scratch Black-Scholes + Greeks, implied vol extraction, and SVI-calibrated volatility surface fitting.

    Python

  3. nfl-game-predictor nfl-game-predictor Public

    Predicts the winner of NFL games using team form, scoring trends, rest days, and matchup context, built on real historical results (2003–present) from the open-source nflverse project.

    Python