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siddharth-bhatia5 Goto Github PK

followers: 2.0 following: 6.0 repos: 13.0 gists: 0.0

Name: sid-the-coder

Type: User

Company: Goldman Sachs

Bio: I'm a quant who likes to code, powerlift/weightlift, take photos, run, swim, play piano, do Krav Maga, watch Broadway shows, and read textbooks.

Location: Hoboken, NJ

sid-the-coder's Projects

computer-science icon computer-science

:mortar_board: Path to a free self-taught education in Computer Science!

fa-542 icon fa-542

Code and models for FA542 - Time Series with Applications to Finance.

fe-545 icon fe-545

Code and models for FE545 - Design, Patterns, & Derivatives Pricing

fe-570 icon fe-570

Code, models, and notes for FE570 - Market Microstructure and Trading Strategies.

fe-621 icon fe-621

Code and models for FE621 - Computational Methods in Finance.

fe-630 icon fe-630

Code and models for FE630 - Portfolio Theory & Applications.

fe-670 icon fe-670

Code, models, and notes for FE670 - Algorithmic Trading Strategies.

hft-liquidity-research icon hft-liquidity-research

High Frequency Trading Liquidity Research; we propose to develop a framework to analyze liquidity using HFT data.

mgt-451 icon mgt-451

Code and models for MGT451 - Computational Models of Thought and Behavior.

options-algo-trading icon options-algo-trading

High-Frequency Algorithmic Trading Strategy for trading American Options with Portfolio Optimization.

rl-qwim icon rl-qwim

Reinforcement Learning for Quantitative Wealth Investment Management (QWIM) project for Bank of America.

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