You ask me to predict for you the phenomena about to happen. If, unluckily, I knew the laws of these phenomena I could make the prediction only by inextricable calculations and would have to renounce attempting to answer you; but as I have the good fortune not to know them, I will answer you at once. And what is most surprising, my answer will be right.
— Henri Poincaré (1913)
🎱
Joshua P. Jacob joshuapjacob
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Research Engineer
Pinned Loading
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crypto-volatility-surface
crypto-volatility-surface PublicA dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.
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clue-developers/CLUE
clue-developers/CLUE PublicConstrained LUmping of differential Equations
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almgren-chriss-optimal-execution
almgren-chriss-optimal-execution PublicAn optimal trading trajectory solver.
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fast-fourier-transform-image-compression
fast-fourier-transform-image-compression PublicSequential and parallel FFT algorithms for image compression.
C++ 11
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