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1. Aletheia Aletheia Public

   Crypto perpetual market-making framework (Deribit, BTC/ETH). Multi-exchange live L2 order-book streaming, GLFT/Avellaneda-Stoikov quoting, regime-aware risk gating, and real-historical-data backtes…

   Python 5

2. TardisDevParser TardisDevParser Public

   Python CLI for downloading historical cryptocurrency market data from Tardis.dev, configurable fetching, credential checks, and metadata discovery.

   Python 3

3. FunctionalScale FunctionalScale Public

   Research code for functional GAS and functional GARCH models for volatility surface estimation and forecasting, including scalable estimation methods and empirical applications to high-frequency fi…

   MATLAB 3

4. FunctionalMH FunctionalMH Public

   Research code for nonparametric stationarity testing of diffusion processes using time-domain and state-domain volatility estimation. Includes simulation studies, statistical inference, and empiric…

   Jupyter Notebook 3