ipgmvq/volatility_adjustment_to_near_normal
This code aims to show that a proper SPX adjustment by an expected volatility may give a near-normal distribution of the log returns
PythonGPL-3.0
No issues in this repository yet.
This code aims to show that a proper SPX adjustment by an expected volatility may give a near-normal distribution of the log returns
PythonGPL-3.0
No issues in this repository yet.