esfolk
Machine Learning Feature Engineer - Financial Quantitative Analyst - Factor Investing - A.I Prompt Engineer
Pinned Repositories
autoscraper
A Smart, Automatic, Fast and Lightweight Web Scraper for Python
Simple-Black-Scholes-Model-
Naive-Gamma-Exposure
qstrader
QuantStart.com - QSTrader backtesting simulation engine.
Value-At-Risk-Model-Comparison-
Scientific Paper written by Dany Cajas designed in simple OOP format.
3-month-SPX-Variance-Swap-Hedge
Agriculture-Analysis
Binomial-Tree-American-Option-Pricing-Trigeorgis
oil_and_gas_analysis_2017-2023
CTA style trend following analysis on E-Mini Futures using both discrete and stochastic models to test predictability.
Realized-and-Historical-Implied-Vol-Study-
esfolk's Repositories
esfolk/3-month-SPX-Variance-Swap-Hedge
esfolk/Binomial-Tree-American-Option-Pricing-Trigeorgis
esfolk/Simple-Black-Scholes-Model-
esfolk/Realized-and-Historical-Implied-Vol-Study-
esfolk/SPX_VolatilityIndeces_PCA
PCA and TSNE on SPX,VIX,MOVE indeces.
esfolk/oil_and_gas_analysis_2017-2023
CTA style trend following analysis on E-Mini Futures using both discrete and stochastic models to test predictability.
esfolk/Naive-Gamma-Exposure
esfolk/Simple-Heston-Model-
esfolk/Value-At-Risk-Model-Comparison-
Scientific Paper written by Dany Cajas designed in simple OOP format.
esfolk/Simple-American-Option-Pricing-
esfolk/Simple-Combined-Pricing-Model
OOP
esfolk/Agriculture-Analysis
esfolk/autoscraper
A Smart, Automatic, Fast and Lightweight Web Scraper for Python
esfolk/qstrader
QuantStart.com - QSTrader backtesting simulation engine.