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alexisdpc

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++.

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".

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.

restaurant-drive-thru-ai

🍔 Automates a food order from a json food menu using Retrieval-Augmented Generation (RAG) with OpenAI and MistralAI.

rl-stock-trader

🤖 Stock trader that uses Reinforcement Learning to maximize the profit on a set of stocks.

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.

worldquant-alpha-trading

🌐 Documentation on the WorldQuant BRAIN market simulator and explicit examples of alpha signals.

wtecc-cicd_practicecode

CICD_PracticeCode