pranavwalia Goto Github PK
Name: Pranav Ahluwalia
Type: User
Bio: Quant Researcher
Location: Boston MA
Blog: www.prandev.com
Pranav Ahluwalia's Projects
blog.github.io
Blog on software
cfrm
Implementations of counterfactual regret minimization algorithm for various toy games. Uses AI agents and simultaneous learning to converge towards optimal solutions.
derivativesmodelling
Collection of Options and Derivatives Pricing Models in Python and C++
jeffealgorithmsnotes
Notes, Select Exercises, and Python Implementations for Algorithms Textbook by Jeff Erickson
poker-solver
A Poker game tree solver using counter-factual regret minimization
pranavwalia.github.io
Portfolio site
statarblab
StatArbLab is a library featuring convinient and scalable implementations of various statistical arbitrage techniques. The library utilizes vectorized backtesting and customizable brokerage fee structures. StatArbLab is designed to serve students, academics, and quantitative researchers alike.
styleguide
Style guides for Google-originated open-source projects
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