fx-options

EUR/USD FX options trading desk: live IB feed → SVI/SSVI surface, GARCH/HAR-RV fair vol, GMM regime + PCA signals → delta-hedged execution. FastAPI · React · Postgres · Redis on AWS.

This project aims to construct the FX Volatility Surface and price FX Vanilla Options

Cross-border payment orchestration API — strict state machine, real-time FX conversion, IBAN/SWIFT validation, and OFAC/EU sanctions screening. The framework that became OBELISK.

Zero-knowledge cross-border payment protocol — GDPR-compliant interbank settlement where intelligence travels, data doesn't.

SABR/SABR-LMM model calibration toolkit in Python — FX vol surface fitting, Hagan approximation, SciPy optimizer

Production Vanna-Volga FX options pricer — vol smile calibration from ATM/RR/BF pillars, barrier/digital exotic pricing (Exiom Partners internship)