AI Agent Skills

Differentiable Programming Algorithms in Modern C++

Cryptocurrency trading bot with a graphical user interface with support for simulations, backtests, optimizations, and running live bots.

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)