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  1. factor-index factor-index Public

    Equity factor index built to index-provider standards: Ground Rules document, divisor-based engine, tested corporate-action invariants

    Python 1

  2. etf-arb-simulator etf-arb-simulator Public

    Interactive simulator of ETF creation/redemption and Authorised Participant arbitrage, plus a tracking-difference study of Irish-domiciled S&P 500 UCITS ETFs

    Python 1

  3. nav-engine nav-engine Public

    NAV engine for a multi-class fund and a closed-end PE sleeve, with a reconciliation layer that catches planted errors

    Python 1

  4. derivlab derivlab Public

    Black-Scholes pricing, discrete delta-hedging Monte Carlo, and arbitrage-free SVI vol surfaces, validated against theory, not just unit tests.

    Python 1

  5. etf-portfolio-attribution etf-portfolio-attribution Public

    Three multi-asset ETF portfolios against a 60/40 benchmark, with the active return decomposed daily into allocation, selection and cost. Python, pandas, SQLite, Streamlit.

    HTML 1