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  1. microstructure-alpha-engine microstructure-alpha-engine Public

    Limit order book microstructure alpha modelling and ML prediction engine.

    Jupyter Notebook

  2. option-pricing-lab option-pricing-lab Public

    Option pricing and neural surrogates with JAX and PyTorch: Black-Scholes, autodiff Greeks, Monte Carlo simulation, and neural Greeks via autograd.

    Jupyter Notebook