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  • Toronto, ON

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patrickt6/README.md

Applied Math & Computer Engineering @ Queen's University

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  1. ttcmontecarlo ttcmontecarlo Public

    Python

  2. stable-sharpe stable-sharpe Public

    Walk-forward backtest comparing Black-Litterman vs. Mean-Variance on 10 S&P 500 sector ETFs.

    Jupyter Notebook

  3. qreals qreals Public

    q-deformed rationals and reals via MGO continued fractions

    Python 2