Skip to content
View areenve's full-sized avatar
  • Vancouver

Block or report areenve

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.

Maximum 250 characters. Please don't include any personal information such as legal names or email addresses. Markdown supported. This note will be visible to only you.
Report abuse

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

Report abuse

Popular repositories Loading

  1. fractal-vol-forecast fractal-vol-forecast Public

    Multifractal volatility forecasting pipeline inspired by Benoit Mandelbrot’s work on financial fractals. Builds HAR-style baseline targets from CRSP S&P 500 constituent returns, then adds MF-DFA–ba…

    R

  2. market-inefficiencies market-inefficiencies Public

    Data science/quant project exploring market inefficiencies via cross-venue price dislocations, with an end-to-end Colab notebook runner.

    Jupyter Notebook

  3. market-inefficiencies-pipeline market-inefficiencies-pipeline Public

    Cross-venue price dislocation pipeline (crypto microstructure): collect ticks → detect spread events → backtest with trading frictions.

    Jupyter Notebook

  4. portfolio-risk-dashboard portfolio-risk-dashboard Public

    Power BI (web) portfolio risk dashboard powered by a reproducible Python pipeline (prices → portfolio → rolling risk metrics → stress scenarios).

    Python