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1. AletheiaAletheiaPublic

   A Deribit options trading framework that finds mispriced crypto options by comparing market-implied probabilities against historical statistical forecasts. Automatically flags overvalued tail risk …

   Python 4

2. TardisDevParserTardisDevParserPublic

   Python CLI for downloading historical cryptocurrency market data from Tardis.dev, configurable fetching, credential checks, and metadata discovery.

   Python 3

3. FunctionalScaleFunctionalScalePublic

   Research code for functional GAS and functional GARCH models for volatility surface estimation and forecasting, including scalable estimation methods and empirical applications to high-frequency fi…

   MATLAB 3

4. FunctionalMHFunctionalMHPublic

   Research code for nonparametric stationarity testing of diffusion processes using time-domain and state-domain volatility estimation. Includes simulation studies, statistical inference, and empiric…

   Jupyter Notebook 3