Name: Shabbir Hasan
Type: User
Company: Larsen & Toubro Ltd.
Bio: Electrical Engineer | Former Electrical Project Planning Manager at L&T, Sojitz, Isolux, KEC & Toshiba
Twitter: shabbir_hasan_
Location: India
Shabbir Hasan's Projects
Extremely lightweight cryptocurrency bot framework for Binance Futures
Open Source realtime backend in 1 file
Fast multi-threaded DataFrame library in Rust and Python
Multiplayer node-based data frame/SQL app
Polkadot Node Implementation
Record, Replay, and Stub HTTP Interactions.
Hospital data access
Mega collection of 500+ useful cross-platform PowerShell scripts.
Event-driven backtest/realtime quantitative trading system.
This project try to price an arithmetic Asian option using Binomial tree method and have a comparison with the price of an European options using Black Schole method
Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.
ProAlpha work
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
Probabilistic and Directional Relu Wavenet with forex and economic news data
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Final project
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
my projects