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1. KSD-test KSD-test Public

   Implementation of the first theoretically valid KSD-based composite goodness of fit test.

   Python 1

2. Optiver-Hackathon-TUM Optiver-Hackathon-TUM Public

   My team placed 1st in PnL for this hackathon. To ensure fairness in future competitions, I only upload the ideas, not the implementation (But I included some of my code explanations for my market m…

   Python 1 1

3. Optiver-hackaTUM Optiver-hackaTUM Public

   My team placed 3rd in PnL at the hackaTUM 2025 in the Optiver challenge for algorithmic trading.

   Python

4. BFM-test BFM-test Public

   It implements the statistical test of Brueck, Fermanian and Min published in their paper Distribution Free Tests for Model Selection Based on Maximum Mean Discrepancy with Estimated Parameters (htt…

   Python

5. imc_prosperity imc_prosperity Public

   some of my code of the competition

   Python

6. microprice-forecasting microprice-forecasting Public

   Developed extensions of the classical microprice, to use multiple levels of the limit order book. Useful, if a lot of information is hidden below the top of the book.

   Python 1 1