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  1. rust-blockchain-demo rust-blockchain-demo Public

    This project is a Rust-powered Bitcoin-mock permissioned blockchain. It uses the same proof-of-work consensus mechanism, similar mining algorithm, and self-inspired overly-complex (both in time and…

    Rust 1

  2. linalg-website linalg-website Public

    TypeScript 1

  3. multi-period-binomial-pricing-model multi-period-binomial-pricing-model Public

    Python 1

  4. Repo-Market-Spike-Detection-Simulator Repo-Market-Spike-Detection-Simulator Public

    This repository contains the Python notebook used to simulate repo haircut rates for Treasury issues and Asset-Backed Securities (ABSs). It uses these simulations to test a "spike detection" algori…

    Jupyter Notebook 1