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  1. umbra umbra Public

    Native Windows focus sessions, distraction blocking, ambient sounds and local statistics.

    C# 12 2

  2. ocr-translate-overlay ocr-translate-overlay Public

    Translate any text on your screen - web novels, games, locked pages. Sweep a rectangle and read the translation in a floating overlay, with a per-word grammar breakdown for Korean.

    Python 6

  3. vol-calibration-spx-vix vol-calibration-spx-vix Public

    Joint calibration of stochastic volatility models on SPX and VIX options, with the notebooks and diagnostics behind each fit.

    Jupyter Notebook 5

  4. Twitch-Alt-Player Twitch-Alt-Player Public

    Chrome extension: an alternate Twitch.tv player with no ads, and a seek bar covering the whole broadcast - pause a live, rewind, jump back to now

    JavaScript 1

  5. covariance-decomposition-gmv covariance-decomposition-gmv Public

    Attributing minimum-variance portfolio gains to volatility vs. correlation forecasts (Σ = DRD, GARCH, DCC, Ledoit-Wolf)

    Python