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1. HMM-Regime-Credit-Detection HMM-Regime-Credit-Detection Public

   Real-time US credit regime classifier: 3-state Gaussian HMM (CDX IG/HY) + Bayesian Particle Filter (N=2,000 SMC) → continuous [Tight/Normal/Stress] probabilities → dynamic position sizing, executio…

   Python

2. Liquidity-Scoring Liquidity-Scoring Public

   ML-powered corporate bond liquidity scoring system that engineers 40+ features from FINRA TRACE data (Roll spread, Amihud illiquidity, Kyle's lambda, inter-trade duration) to train XGBoost models p…

   Python

3. Monte-Carlo-Options-Pricer- Monte-Carlo-Options-Pricer- Public

   Header-only C++20 options pricing library: BSM closed-form Greeks, Brent implied vol solver, multi-threaded Monte Carlo (antithetic variates, Xoshiro256++), Asian/barrier exotics, portfolio VaR/CVa…

   C++

4. statistical-arbitrage-engine statistical-arbitrage-engine Public

   Production-grade pairs trading system implementing statistical arbitrage strategies.

   Python

5. intrinsic-dev/aic intrinsic-dev/aic Public

   Toolkit for the AI for Industry Challenge

   Python 409 257