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1. acwi-synthetic-options acwi-synthetic-options Public

   Quoting options on the MSCI ACWI ETF where no liquid options market exists: replicating country-ETF basket, Black-Scholes pricing, delta-hedging backtest, and Monte Carlo validation of the hedging …

   Jupyter Notebook

2. btc-direction-ml btc-direction-ml Public

   Replication study: the 70–90% accuracies reported for BTC daily direction prediction vanish under leak-proof evaluation (~52%, the base rate). Companion experiment shows a one-line label-alignment …

   Python

3. ibnr-chain-ladder ibnr-chain-ladder Public

   Chain-ladder IBNR reserving in base R. Deterministic estimate plus bootstrap risk capital (VaR/RCS), from scratch, no dependencies.

   R