Volatility 3.0 development
ARCH models in Python
A collection of various technical indicators implemented in Pine Script for the TradingView platform
Volatility 3 ported to Rust. Same output, much faster.
Options replay, volatility analytics, and guarded paper-trading workstation.
MATLAB library for large Bayesian VARs: samplers, shrinkage priors, stochastic volatility, marginal likelihoods and forecasting, with examples, tutorials and the replication packages from joshuachan.org.
Hands-on laboratory experiments and write-ups for Digital Forensics (CS/IT). Covers open-sorce tools like Autopsy, Volatility, and Wireshark.
Free open source order flow screener for spot and perpetual trade orders.
Open-source memory forensics platform for DFIR, threat hunting, malware analysis, and incident response.
A high-precision trend-following indicator and trading strategy for MetaTrader 5 (MT5). Features dynamic volatility filtering, no-repaint signals, and automated risk management.
High Risk-to-Reward Forex & Gold (XAUUSD) trading strategy for MetaTrader 4 (MT4). Built on 100% non-repainting signals, multi-timeframe volatility filtering, and systematic risk management. Includes complete setup guide, templates (.tpl), and presets (.set).
Open-source quantitative finance models in Python: option pricing and Greeks, volatility surfaces, deep hedging, portfolio construction and Monte Carlo. Every model runs on free data, with the full write-up on davidariasfinance.com