maurohamz

Pinned Repositories

• Yield-Curve

  NS fitting using ridge regression

  Language:R20

• ED-Butterflies

  ED and Treasury synthetic products statistical arbitrage

  00

• NN_finance

  Compare performance of Neural Networks against Linear Regression for Factor Models

  Language:Jupyter Notebook00

• SIT

  Systematic Investor Toolkit

  Language:R00

maurohamz's Repositories