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  • National Institute of Technology Puducherry
  • Karaikal
  • 06:18 (UTC +05:30)

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Rubin-S/README.md

Rubin S

ECE undergrad at NIT Puducherry. I care about putting a number on uncertainty: probability, expected value, and quoting a market when inventory can move against you.

Look here first

  • probability-and-markets — closed-form vs Monte Carlo, plus a small market-making simulation (quotes, inventory, adverse selection).
  • rubin-portfolio-blog — personal site. DSP (FIR/IIR in MATLAB) and the rest of the background.

Everything else on this account is software I shipped for campus: conference sites, AskIT, NEXUS. Useful as proof I finish things. Not a trading book.

Python · MATLAB · probability · DSP

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  1. probability-and-markets probability-and-markets Public

    Probability, expected value, and market-making experiments

    Python

  2. nifty50-sma-backtester nifty50-sma-backtester Public

    Jupyter Notebook