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sahandsydney's Projects

alphatrade icon alphatrade

JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading

alphatrading icon alphatrading

An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

amf_research icon amf_research

The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University of the Witwatersrand)

arbitragerepair icon arbitragerepair

Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.

atspy icon atspy

AtsPy: Automated Time Series Models in Python (by @firmai)

autogen icon autogen

Enable Next-Gen Large Language Model Applications. Join our Discord: https://discord.gg/pAbnFJrkgZ

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