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  1. monte-carlo-option-pricing monte-carlo-option-pricing Public

    A Monte Carlo engine for pricing European options, benchmarked against the Black–Scholes model.

    Jupyter Notebook

  2. statistical-arbitrage-pairs-trading statistical-arbitrage-pairs-trading Public

    An out-of-sample pairs-trading backtest using cointegration, rolling z-scores and transaction-cost modelling.

    Jupyter Notebook

  3. market-making-lob-simulator market-making-lob-simulator Public

    A Python limit-order-book simulator with price-time priority, inventory-aware market making, risk metrics and strategy comparison.

    Jupyter Notebook