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  • ITMO university
  • Ulitsa Lomonosova, 9, St Peterburg

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  1. DiffLC-Differentiable-Liquid-Crystals- DiffLC-Differentiable-Liquid-Crystals- Public

    DiffLC is a differentiable simulation framework built on JAX for liquid crystal research. It turns traditional optical and physical simulations into "AI-ready" differentiable layers. This allows re…

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    Quant research: volatility-scaled trend-following on futures — parameter robustness, multi-timeframe decay, EWMAC/MACD/Bollinger comparison, purged walk-forward optimization, and a multi-asset (NQ/…

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    Long-only ETF portfolio optimization (PyPortfolioOpt) with walk-forward backtesting, monthly rebalancing, transaction costs and a min-volatility fallback — benchmarked vs SPY

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