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  1. BP-Statistical-Report BP-Statistical-Report Public

    Analyzing & visualising the BP Statistical Report for World Energy 2022 to learn and get a handle on the flows and overview of oil and gas trade.

    Jupyter Notebook

  2. Oil-Fundamentals Oil-Fundamentals Public

    Collection of OOTT threads, for projects. Fundamental/market views and analysis

  3. NaturalGasProject NaturalGasProject Public

    Forecasting and predicting price movements of spot natural gas, in Western US. This project is a collab with a US gas trader. On hold for now.

    Jupyter Notebook

  4. Crypto-Stat-Arb Crypto-Stat-Arb Public

    Cross-sectional/time series carry/momentum/breakout Crypto stat arb strategy on perps. Simple signal research and backtest.

    Jupyter Notebook 1

  5. HFT-in-a-Limit-Order-Book HFT-in-a-Limit-Order-Book Public

    Replicating Avellaneda & Stoikov's HFT in LOB paper. Calibrated to sample L2 book data from LOBSTER

    Jupyter Notebook 2 3

  6. Principles-of-Principal-Components Principles-of-Principal-Components Public

    This project is based upon the paper: Salomon Brothers (2000), Principles of Principal Components. Done with 2012-2022 treasury yields.

    Jupyter Notebook 1