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1. ttf-natural-gas-intraday-breakout-strategy ttf-natural-gas-intraday-breakout-strategy Public

   Intraday opening-range breakout strategy on Dutch TTF natural gas futures. Gap-aware volatility estimation, path-asymmetry level selection, and exit-invariant stop validation on 1-minute data, 2019…

   Python 1

2. polymarket-updown-crypto-binary-options-market-maker polymarket-updown-crypto-binary-options-market-maker Public

   Automated market maker for Polymarket's 15-minute and 1-hour crypto up/down binaries. GARCH(1,1) Monte-Carlo fair value with a recency-weighted empirical bootstrap (Rust core), quoting a spread fit…

   Python

3. black-scholes-surface-explorer black-scholes-surface-explorer Public

   Interactive 3D Black–Scholes explorer: price, Delta, Gamma, Theta, Vega, Rho, Vanna and Zomma as rotatable surfaces, plus a realized-volatility pipeline over 10 years of daily equity data.

   Python

4. elo-poisson-worldcup-simulation elo-poisson-worldcup-simulation Public

   Calibrated Monte Carlo model of the FIFA World Cup 2026. Poisson–Dixon–Coles goal model and home advantage estimated by MLE from 49,547 matches, validated walk-forward on six World Cups with proper…

   Python

5. parquet-near-storage-compute parquet-near-storage-compute Public

   Complementary Code for the Bachelor Thesis at TUM: Enhancing Distributed Low-Cost Object Storage with Near Storage Computation

   Rust 1

6. optimal-daily-leverage-nasdaq optimal-daily-leverage-nasdaq Public

   Cost-aware simulator for daily-rebalanced leveraged NASDAQ exposure, 1971–2025. Models financing, expense ratios and rebalancing slippage to locate the growth-optimal leverage — and shows it collap…

   Jupyter Notebook