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  1. newsapi newsapi Public

    JavaScript

  2. mysite.dmitridefreitas.com mysite.dmitridefreitas.com Public

    JavaScript

  3. glow-room glow-room Public

    TypeScript

  4. designwin-survival designwin-survival Public

    Survival analysis for semiconductor equities: from-scratch Kaplan-Meier and log-rank cross-validated against lifelines, clustered Cox on drawdown recoveries, a deliberately-sprung post-baseline cov…

    Jupyter Notebook

  5. honest-backtester honest-backtester Public

    A daily backtest engine built to make lying to yourself hard - enforced execution lag, explicit costs, walk-forward selection - plus an honest study: daily mean reversion on SPY does not survive co…

    Jupyter Notebook

  6. options-pricing-lib options-pricing-lib Public

    Option pricing three ways - Black-Scholes, binomial tree, Monte Carlo - cross-validated, with full Greeks and implied-vol tools

    Jupyter Notebook