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Andrew Carl's Projects

option-arbitrage icon option-arbitrage

A Project to identify option arbitrage opportunities via Black Scholes. This is referred to as 'Option Arbitrage Trading' which seeks to neutralize certain market risks by taking offsetting long and short related securities.

option_critic icon option_critic

Implementation of the Option-Critic Architecture on the Atari (ALE) environment

option_screener icon option_screener

tools for finding/selecting options using the e*trade developer API

optional icon optional

C++ interface to the TD Ameritrade APIs for algorithmic trading of stock and options.

optionchan icon optionchan

日経225オプションの価格情報を蓄積していくツール。ゆくゆくはWeb上で可視化もしたい

optionchan-gcp icon optionchan-gcp

日経225オプションの価格情報を蓄積していくツールのGoogle Cloud Platform版。

optml_course icon optml_course

EPFL Course - Optimization for Machine Learning - CS-439

optnet icon optnet

OptNet: Differentiable Optimization as a Layer in Neural Networks

optopsy icon optopsy

A nimble options backtesting library for Python

opty icon opty

A library for using direct collocation in the optimization of dynamic systems.

opveclib icon opveclib

The Operator Vectorization Library, or OVL, is a python productivity library for defining high performance custom operators for the TensorFlow platform.

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