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  1. deep-cointegration-arbitrage deep-cointegration-arbitrage Public

    A Reinforcement Learning (PPO) based Statistical Arbitrage bot for Pairs Trading. Utilizes Engle-Granger cointegration tests and custom Gymnasium environments to optimize for risk-adjusted returns …

    Python 1

  2. crypto-finbert-engine crypto-finbert-engine Public

    Real-Time Crypto Sentiment Analysis with FinBERT & Streamlit.

    Python

  3. Aegis-LOB Aegis-LOB Public

    Aegis-LOB: A high-performance hybrid HFT market-making framework. Features an O(1) C++ matching engine, Avellaneda-Stoikov pricing with LSTM alpha signals, and Kelly Criterion risk sizing.

    Python 1

  4. CleoLOB CleoLOB Public

    Event-driven limit order book simulator with latency, market impact, and book resilience. Almgren-Chriss optimal execution vs a PPO reinforcement-learning agent, head-to-head on the same market, vi…

    Python