Pinned Repositories
CollatzVisualisation
An animated visualisation of the generalised Collatz system.
DeltaHedgingEuropean
We hedge the directional risk associated with price movements in an underlying stock (represented with a Wiener process). The model intends to profit from the underlying stock's volatility.
HiddenMarkovModel
Implementations of the forward, backward, and Viterbi algorithms in MATLAB.
LevyAlphaStableDistribution
A method for generating n random values, sampled from a Levy alpha stable distribution. It is useful for Levy adjusted random walks and financial risk modelling.
PairsStatArb
A stripped-down version of a pairs trading algorithm used for personal trading with IBKR
SCAssignment1
SCFinalProject
ShortVolumeData
Short volume statistics plugin, scraped from Quandl, for tradingview. Volumes are recorded for securities listed on NYSE and NASDAQ exchanges.
StatConsulting
jamesrday's Repositories
jamesrday/HiddenMarkovModel
Implementations of the forward, backward, and Viterbi algorithms in MATLAB.
jamesrday/CollatzVisualisation
An animated visualisation of the generalised Collatz system.
jamesrday/DeltaHedgingEuropean
We hedge the directional risk associated with price movements in an underlying stock (represented with a Wiener process). The model intends to profit from the underlying stock's volatility.
jamesrday/LevyAlphaStableDistribution
A method for generating n random values, sampled from a Levy alpha stable distribution. It is useful for Levy adjusted random walks and financial risk modelling.
jamesrday/PairsStatArb
A stripped-down version of a pairs trading algorithm used for personal trading with IBKR
jamesrday/SCAssignment1
jamesrday/SCFinalProject
jamesrday/ShortVolumeData
Short volume statistics plugin, scraped from Quandl, for tradingview. Volumes are recorded for securities listed on NYSE and NASDAQ exchanges.
jamesrday/StatConsulting