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joshuapjacob/README.md

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)

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  1. crypto-volatility-surface crypto-volatility-surface Public

    A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.

    Python 47 5

  2. clue-developers/CLUE clue-developers/CLUE Public

    Constrained LUmping of differential Equations

    Jupyter Notebook 13 9

  3. almgren-chriss-optimal-execution almgren-chriss-optimal-execution Public

    An optimal trading trajectory solver.

    Jupyter Notebook 26 7

  4. fast-fourier-transform-image-compression fast-fourier-transform-image-compression Public

    Sequential and parallel FFT algorithms for image compression.

    C++ 6

  5. joshuapjacob.com joshuapjacob.com Public

    Joshua P. Jacob's personal website.

    Svelte 1

  6. dotfiles dotfiles Public

    I use Arch, btw.

    Shell