Pinned Repositories
BarchartSelenium
Scraper of option chains on Selenium
VIX-Signals
VIX Signals implementation from online article
FootballData
Football Data Analysis
SobelOperator
Implementation and testing of the Sobel Operator for image filtering
StochasticVol
MonteCarlo Methods for Stochastic Volatility
VolSurf
Volatility Surface from Options Chains
StatArbETF
Implementation of a statistical arbitrage methodology outlined in Avellaneda (2008) "Statistical Arbitrage in the U.S. Equities Market".
DjikstraAlgorithm
ENSAE Project for the "C++" class
GMM
GMM implementation
KaggleAugust
August Tabular Data Playground
pmnry's Repositories
pmnry/pmnry.github.io
Quick portfolio website
pmnry/StatArbETF
Implementation of a statistical arbitrage methodology outlined in Avellaneda (2008) "Statistical Arbitrage in the U.S. Equities Market".
pmnry/KaggleOctober
October Tabular Playground Series
pmnry/KaggleSept
Kaggle September Tabular Playground Dataset
pmnry/KaggleAugust
August Tabular Data Playground
pmnry/GMM
GMM implementation
pmnry/FootballData
Football Data Analysis
pmnry/StrategiesBacktest
Backtesting some strategies
pmnry/MomentumStrategy
Momentum strategy following Campbell & Harvey
pmnry/VolSurf
Volatility Surface from Options Chains
pmnry/VIX-Signals
VIX Signals implementation from online article
pmnry/BarchartSelenium
Scraper of option chains on Selenium
pmnry/DjikstraAlgorithm
ENSAE Project for the "C++" class
pmnry/SobelOperator
Implementation and testing of the Sobel Operator for image filtering
pmnry/Titanic-Dataset-Decision-Tree
Testing different Machine Learning Models on the Titanic Dataset from Kaggle
pmnry/StochasticVol
MonteCarlo Methods for Stochastic Volatility