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jane-street

Here are 38 public repositories matching this topic...

problem-sets

My answers to problem sets for Aizu, AdventofCode, Janestreet Puzzles, CodeChef, Codeforces, CSES, Deep-ML, DMOJ, EOlymp, HackerRank, Kattis, KiloNova, Leetcode, LibreOJ, Perl Weekly Review, Project Euler, SPOJ and Timus judges.

  • Updated Jan 10, 2026
  • C++

End-to-end Python regression pipeline for Jane Street market data forecasting with Optuna tuning, chronological cross-validation, custom weighted R2 evaluation, model comparison, plots, SHAP explainability, and Docker support.

  • Updated Jun 2, 2026
  • Python
advent-of-camel-2025

A hardware-first exploration of Advent of Code 2025, implementing each puzzle as a cycle-accurate FPGA design in Hardcaml, using streaming UART I/O, explicit memory pipelines, and finite-state schedulers instead of software control flow.

  • Updated Jan 19, 2026
  • OCaml

Alpha signal discovery on 47M-row Jane Street dataset. 88 engineered features, purged walk-forward CV (6/6 tests), LightGBM (IC 0.134, +53% over Ridge baseline), SHAP regime analysis, quintile signal evaluation. Polars · LightGBM · CatBoost · Optuna · SHAP.

  • Updated Jul 10, 2026
  • Jupyter Notebook

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