lenchik-ponchik Goto Github PK

365processing

bridge-assets

Bridge assets info&metadata repository

computer-science-in-javascript

Collection of classic computer science paradigms, algorithms, and approaches written in JavaScript.

docker-express-example

ecosystem

Project files for Solana ecosystem members

entropy-market-maker

Sample market making repo for Entropy exchange

next-auth

An authentication library for Next.js projects

node-ts-template

parcel-plugin-lazy

Parcel plugin to support data-srcset and data-src

parcel-starter

Parcel starter with Pug, Scss, ES6

profit-calc-web

quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

raycast-scripts

Collection of Raycast scripts to automate stuff

sapper-template

Sapper + Svelte template with PostCSS and Pug support

serum-history

Collect and aggregate trades from serum dex for display in tradingview

spin-mm-example

spin-sdk-minimal-example

sveltana

svelte-near-example

svelte-viewpoint

volatility-study

• Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot and options prices data from CBOE and Yahoo Finance • Utilized NumPy, Pandas, and SciPy packages to calculate implied volatility, realized volatility, and risk premiums to measure how the market prices risk • Gathered and plotted daily VIX futures data with Selenium, Seaborn and Matplotlib to study volatility term structure • Examined volatility clustering and built forecasting tools for market risk using correlations of daily absolute returns and volatility at different time lags