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  1. fourier-cosine-option-pricing fourier-cosine-option-pricing Public

    Implementation of the Fang-Oosterlee COS method for European option pricing

    Jupyter Notebook 1 1

  2. crypto-stat-arb crypto-stat-arb Public

    Crypto stat arb

    Python

  3. defi-perps defi-perps Public

    TeX

  4. imc-prosperity-4 imc-prosperity-4 Public

    Jupyter Notebook

  5. joshi-additional-problems-solutions joshi-additional-problems-solutions Public

    Unofficial companion solutions for selected additional problems from Mark Joshi's Quant Job Interview Questions and Answers

    TeX

  6. kalshi-polymarket-arb kalshi-polymarket-arb Public

    kalshi polymarket arbitrage

    Python