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  1. STA4028Z-PortfolioTheory-Code STA4028Z-PortfolioTheory-Code Public

    MATLAB code scripts for STA4028Z

    MATLAB 10 1

  2. correlation-emergence-reproducibility correlation-emergence-reproducibility Public template

    Correlation emergence and the Epps effect in two coupled limit order books (arXiv:2606.14182).

    Python

  3. reaction-boundary-vol-surface-reproducibility reaction-boundary-vol-surface-reproducibility Public

    Simulated Volatility Surface: arXiv/2607.05011

    TeX

  4. trade-sign-memory-price-impact-reproducibility trade-sign-memory-price-impact-reproducibility Public

    Trade Sign Long Memory and the Square Root Law arXiv:2606.16269.

    Python

  5. two-field-spread-reproducibility two-field-spread-reproducibility Public

    Reproducibility code and computational supplement for “A Finite Bid–Ask Spread from Replenishment Displaced from the Quote” (arXiv:2610.07985).

    Python 1

  6. frame-covariant-cmb-reproducibility frame-covariant-cmb-reproducibility Public

    1+3 covariant CMB anisotropies reproducibility bundle

    Python