Pinned Repositories
DerivativesPricing
This repository contains pricing methods for equity European and American options. Monte Carlo and tree methods have been implemented for Black Scholes extensions (standard, with discrete dividend, and with single and double Normal jumps for corporate actions). This repository also contains an implementation of a Differential Evolution algorithm to back-solve model parameters given market data (read from JSON).
Sports
Web scraper and score calculator for an IPL Fantasy League.
TradingStrategies
Backtester for market neutral equity trading strategies. The code generates long and short signals for each security and then constructs a neutral portfolio.
AnjishtGosain's Repositories
AnjishtGosain/TradingStrategies
Backtester for market neutral equity trading strategies. The code generates long and short signals for each security and then constructs a neutral portfolio.
AnjishtGosain/DerivativesPricing
This repository contains pricing methods for equity European and American options. Monte Carlo and tree methods have been implemented for Black Scholes extensions (standard, with discrete dividend, and with single and double Normal jumps for corporate actions). This repository also contains an implementation of a Differential Evolution algorithm to back-solve model parameters given market data (read from JSON).
AnjishtGosain/Sports
Web scraper and score calculator for an IPL Fantasy League.