This project is an automated sanctions screening tool using Python. This tool analyzes incoming FIX messages against OFAC (Office of...

This project uses python for data acquisition and preprocessing, and the backtesting engine has been built with C++. The engine fetches...

Anomaly detection in FIX messages is critical to ensure operational integrity and mitigate risks, including the risk of fraud. The goal...

Art has always been more than just a form of expression. It has long since found its way into investor portfolios. Decisions around...

A vital feature of this model is a complex network structure with two inputs with distinctive layer types in each branch. It has 50 LTSM...

The model used to estimate portfolio risk is below - where X is the portfolio weights (weights assigned to each stock), B is the factor...

Evaluating alpha factors from 10-K filings