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Jim's Projects

pgx icon pgx

Build Postgres Extensions with Rust!

post-robot icon post-robot

Cross domain post-messaging on the client side using a simple listener/client pattern.

quant-research icon quant-research

A collection of projects published by Bloomberg's Quantitative Finance Research team.

risk-parity-1 icon risk-parity-1

Helper functions to calculate optimal risk parity portfolio weights given historical returns

seek-style-guide icon seek-style-guide

Living style guide for SEEK, powered by React, webpack, CSS Modules and Less.

spx-gamma-exposure icon spx-gamma-exposure

Calculates estimate of market maker gamma exposure derived from S&P 500 index options

tradewatch-master icon tradewatch-master

Path of Exile Trade Indexer - This was private and now its public. It use poe.trade to find lowest prices on items and notices you immediately so you can flip the item.

volatility-trading icon volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

web icon web

A repository for all web development work.

zoid icon zoid

Cross domain components

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