LLM agents decide, skfolio optimizes, you approve. Portfolio optimization with a market-data pipeline and paper trading.
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Oct 26, 2026 - Python
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quantfinance
Here are 8 public repositories matching this topic...
A full-stack quantitative finance engine that applies discrete mathematics and Warshall's algorithm to identify systemic market risk and statistical arbitrage opportunities in real-time.
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Mar 13, 2026 - TypeScript
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Feb 4, 2026 - Python
KruppCapital Project: Quant Trading Desk - Public Reference Repository
options database ai trading quant quantitative-finance futures volatility options-strategies options-pricing llm quantfinance
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Jun 17, 2026
🛡️Quantitative risk management projects covering Market, Credit, Liquidity, & Tail Risk Analytics used by Banks, Asset Managers, & Financial Institutions.
python stress-testing var risk-management financial-engineering credit-risk cvar liquidityrisk marketrisk quantfinance financialrisk
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Jun 13, 2026
Hull Tactical v7.1: A regime-aware "grey box" strategy for S&P 500 prediction. Combines Econophysics (Chaos/Entropy) with LightGBM and "Smart Noise" logic to challenge the EMH. (Mean Adj. Sharpe: 0.806)
kaggle-competition lightgbm machinelearning quantitative-finance algorithmic-trading chaos-theory econophysics efficient-market-hypothesis market-prediction regime-detection quantfinance
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Dec 21, 2025 - Jupyter Notebook
Real-time Options Microstructure & Dealer Exposure Engine (GEX, VEX, VOEX, CHEX) for Commodity & Index Futures. Features async Playwright Barchart scraper, Black-76 quantitative pricing, live Matplotlib dashboard, and custom GitHub Copilot agentic QA framework.
python softwareengineering gex qaautomation playwright githubcopilot quantitativeanalysis aiagents quantfinance financialengineering algorithmictrading-hft optionstrading marketmicrostructure
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Oct 11, 2026 - Python
Multi-agent crypto prediction system using Polymarket, Kalshi, Kronos forecasting & Kelly Criterion — CrowdWisdomTrading intern assessment
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May 7, 2026 - HTML
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