bottama
Junior Trader - MSc Digital Finance USI and HSG University.
Crypto Finance AG (Brokerage)Zürich (CH)
Pinned Repositories
airdrops-price-impact
Role of Airdrops in Price Formation, case study of $OMG and $CREAM
black-scholes-option-pricing
European option pricing, Black and Scholes Model
Crypto_Assessment
This project is to perform some analytics in the Cryptocurrency market as a practical assessment.
cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading
This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu remote server with the implementation of Python3, Shell and SQLite and are then analyzed locally with Python3.
Deribit-Option-Data
Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.
Dynamic-Derivatives-Portfolio-Hedging
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Neural-Network-images-classification
Implementation of a multi-class classifier to identify the subject of images (airplane, automobile and bird) from CIFAR-10 data set.
portfolio
Personal reflections on different topics and papers.
stochastic-asset-pricing-in-continuous-time
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
trading-strategy-backtest
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
bottama's Repositories
bottama/Dynamic-Derivatives-Portfolio-Hedging
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
bottama/stochastic-asset-pricing-in-continuous-time
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
bottama/Deribit-Option-Data
Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.
bottama/trading-strategy-backtest
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
bottama/cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading
This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu remote server with the implementation of Python3, Shell and SQLite and are then analyzed locally with Python3.
bottama/black-scholes-option-pricing
European option pricing, Black and Scholes Model
bottama/airdrops-price-impact
Role of Airdrops in Price Formation, case study of $OMG and $CREAM
bottama/Crypto_Assessment
This project is to perform some analytics in the Cryptocurrency market as a practical assessment.
bottama/Neural-Network-images-classification
Implementation of a multi-class classifier to identify the subject of images (airplane, automobile and bird) from CIFAR-10 data set.
bottama/portfolio
Personal reflections on different topics and papers.
bottama/db
Version control for databases: save, restore, and archive snapshots of your database from the command line
bottama/GARCH-models-in-R
Specify and fit GARCH models to forecast time-varying volatility and value-at-risk.
bottama/LinearModel-vs-NonLinearModel
Assessing the regression problem providing a linear model and a non-linear model.
bottama/test