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ASG-Microfund/
Algo-Trading
Backtested a 3-strategy portfolio (factor, mean reversion, momentum) with Streamlit dashboard and risk controls
$ cat README.md
- Strategies: factor-based, mean reversion, and momentum
- Streamlit dashboard for performance vs. benchmark with client input parameters
- Weighted risk controls to keep portfolio within user-defined tolerance
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IBFetcher/
Python
Modular IBAPI-based OHLCV downloader with batch support, automatic retries, and smart CSV caching
$ cat README.md
- Fetch single or batch tickers with automatic retries via IBAPI
- Flexible schema with CSV output and automated retrieve-or-fetch logic
- Configurable tickers, intervals, and tick size for maximum flexibility
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Quant-Models/
Finance
Black-Scholes pricing engine with full Greeks, Monte Carlo with antithetic variates, and a robust unit test suite
$ cat README.md
- Analytic Black-Scholes with Delta, Gamma, Theta, Vega, and Rho
- Monte Carlo simulation with antithetic variates for variance reduction
- Robust unit test suite with reproducible random seeds
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TSLA-AI-Trader/
ML
ML pipeline using Linear Regression and Random Forest to forecast TSLA price movements with custom backtesting
$ cat README.md
- Feature engineering pipeline with technical indicators and lag features
- Custom backtesting framework simulating strategy performance on model signals
- Model evaluation through Sharpe ratio, drawdown, and prediction accuracy metrics