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  1. derivx-fic-analytics derivx-fic-analytics Public

    FIC derivatives analytics: Black-Scholes, SVI/SABR, OIS/IRS bootstrapping, Black IR pricing, DV01/PV01

    Python

  2. horse-racing-prediction horse-racing-prediction Public

    Probabilistic Horse Racing Task

    Python

  3. FRED-MD FRED-MD Public

    Factor-augmented forecasting models for macroeconomic prediction using FRED-MD dataset (134 series, 2001-2019). Achieved 37-42% improvement over naive benchmarks with statistically significant resu…

    HTML

  4. claude-skills claude-skills Public

    Custom Claude Code skills and Spawner knowledge skills for an agentic Obsidian vault workflow

    Python