Highlights
- Pro
Pinned Loading
-
Quantum-ML
Quantum-ML PublicThis repository contains a single self-contained notebook, that trains four neural-quantum-state (NQS) architectures by variational Monte Carlo + stochastic reconfiguration on the 1D spin-half XXZ …
Jupyter Notebook
-
Delta-Vega-Portfolio-Hedging
Delta-Vega-Portfolio-Hedging PublicHedgesimple runs option hedging simulations comparing delta-only vs delta–vega strategies across multiple tickers, expiries, rebalancing cadences, and transaction-cost assumptions. It consumes pre-…
Python
-
CDS-Pricing-for-FX-Contract
CDS-Pricing-for-FX-Contract PublicA Python script that calculates the Black-Scholes price for European call options. Supports multiple time values and notional amounts. Results are exported to a formatted Excel file
Python
-
QuantumFolio
QuantumFolio PublicQuantumFolio lets anyone build an optimised investment portfolio using a quantum algorithm — no finance background, no physics degree required. Pick your stocks, set how much risk you're comfortabl…
TypeScript
-
sabr-volatility-insights
sabr-volatility-insights PublicAn interactive, browser-based workbench for fitting and exploring SABR stochastic-volatility surfaces on live US equity option chains. Pull a snapshot from Alpaca, calibrate a SABR smile per expiry…
TypeScript
-
Energy-Demand-Prediction
Energy-Demand-Prediction PublicThis repository contains the solution for the Fortum forecasting challenge at Junction 2025.
Python
If the problem persists, check the GitHub status page or contact support.
