EM51641

Pinned Repositories

• async-mongo-logs

  Language:Python0100

• Bonds_Assesments-

  Tool that could be used to assess basic credit risks and OAS rates on bonds

  Language:Python2100

• CIR-Calibration-for-Interest-rates

  Language:Python1100

• Copulas-and-Risk-Management-

  Generate CvaR and VaR from Copulas to assess the currency risks of a portfolio

  Language:Jupyter Notebook31

• Master-Thesis-

  Volatility is Rough

  Language:Jupyter Notebook90

• Multivariate-Time-Series-Analysis

  Stationarity and Cointegration Tests

  Language:Jupyter Notebook10

• Nandi-Heston-Pricer

  Language:Jupyter Notebook1100

• PCA-and-pair-trading-strategy-

  Warning:This algorithm is provided for general illustrative purposes only and does not constitute an investment advice.

  Language:Python20

• SuperOption

  Do technical charting on stocks and screen options based on thousands of stocks listed on the market.

  Language:Python1101

• Trading-oil-sensitivity-

  Trading oil sensitivity using mean reversion process

  Language:Jupyter Notebook1100

EM51641's Repositories