Skip to content
View eliazonta's full-sized avatar
💡
💡
22 followers · 18 following

Achievements

Achievement: Pair ExtraordinaireAchievement: Pull Sharkx2Achievement: Quickdraw

Achievements

Achievement: Pair ExtraordinaireAchievement: Pull Sharkx2Achievement: Quickdraw

Block or report eliazonta

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Content in all repositories owned by your account will be closed.
Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
eliazonta/README.md

Elia Zonta

Mathematics and CS, from the ground up. Started in HPC and GPUs, drifted toward stochastic processes, stats, and the theory behind why learning works at all.

pmarket_arbPolymarket's textbook arbitrage isn't real; the maker edge is
alpha-decay-predictorHow fast order-book signal dies, on NASDAQ LOB data? kdb+/q + Python
OS-maxTick-to-signal trading engine in C++20 lock-free, zero-FPU, zero-copy telemetry
ADL-BTCAuto-deleveraging cascade through the May 2021 BTC flash crash
CS101 · GEN101Algorithms and generative models from scratch, no sklearn, no autodiff

eliazonta.com · linkedin · x

Let's assume we know nothing, which is a reasonable approximation. — D. Kahneman

Pinned Loading

  1. pmarket_arbpmarket_arbPublic

    Tests whether the textbook arbitrage in Polymarket's multi-outcome markets is real (it isn't) and measures where the edge actually sits, on the maker side.

    Python

  2. spambase-spam-classificationspambase-spam-classificationPublic

    Spam Email Classification with Spambase dataset

    Jupyter Notebook

  3. alpha-decay-predictoralpha-decay-predictorPublic

    Alpha Decay Predictor -- HFT Research Pipeline

    Python

  4. ADL-BTCADL-BTCPublic

    Auto-Deleveraging Simulation on BTC May 2021 Flash Crash

    Python

  5. OS-maxOS-maxPublic

    A low latency tick-to-signal C++20 engine

    C++

  6. CS101CS101Public

    Algorithms from scratch

    TeX