jensolson

Pinned Repositories

CFTC-COT
Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes
Language:Python29 1 111
Dark-Pool-Buying
Calculates estimate of dark pool buying based on publicly available exchange data
Language:Python22 5 012
Electoral-College-Forecast
Forecasting US presidential election outcomes based on individual state betting markets
Language:R0 1 00
Kelly-Criterion-optimal-betting
Calculates Kelly Criterion optimal bet size given vectors of probabilities and payoffs
Language:R4 1 02
poker
Calculates pre- and post-flop equity for randomly generated or user-specified hole cards
Language:Jupyter Notebook0 1 00
Risk-Parity-1
Helper functions to calculate optimal risk parity portfolio weights given historical returns
Language:Python2 0 12
SPX-Gamma-Exposure
Calculates estimate of market maker gamma exposure derived from S&P 500 index options
Language:Python110 7 443

jensolson's Repositories

jensolson/SPX-Gamma-Exposure
Calculates estimate of market maker gamma exposure derived from S&P 500 index options
Language:Python110 7 443
jensolson/CFTC-COT
Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes
Language:Python29 1 111
jensolson/Dark-Pool-Buying
Calculates estimate of dark pool buying based on publicly available exchange data
Language:Python22 5 012
jensolson/Kelly-Criterion-optimal-betting
Calculates Kelly Criterion optimal bet size given vectors of probabilities and payoffs
Language:R4 1 02
jensolson/Risk-Parity-1
Helper functions to calculate optimal risk parity portfolio weights given historical returns
Language:Python2 0 12
jensolson/Electoral-College-Forecast
Forecasting US presidential election outcomes based on individual state betting markets
Language:R0 1 00
jensolson/poker
Calculates pre- and post-flop equity for randomly generated or user-specified hole cards
Language:Jupyter Notebook0 1 00