Pinned Repositories
backtester
An event driven backtester inspired by https://www.quantstart.com/articles/Event-Driven-Backtesting-with-Python-Part-I/
Collateralized-Debt-Obligations
This is a repository where I will detail my adventures and findings in modelling Collateralized-Debt-Obligations (CDOs) using a variety of dependence structures and assumptions.
Platelet-Project
Project-Marco
rubikscube09.github.io
The-Concepts-and-Practices-of-Mathematical-Finance
This will be a repository where I implement many of the example exercises from Mark Joshi's "The Concepts and Practice of Mathematical Finance.
Volatility-is-Rough
This will be a foray into modelling Volatility using techniques from Rough-Path-Theory.
rubikscube09's Repositories
rubikscube09/backtester
An event driven backtester inspired by https://www.quantstart.com/articles/Event-Driven-Backtesting-with-Python-Part-I/
rubikscube09/Volatility-is-Rough
This will be a foray into modelling Volatility using techniques from Rough-Path-Theory.
rubikscube09/Collateralized-Debt-Obligations
This is a repository where I will detail my adventures and findings in modelling Collateralized-Debt-Obligations (CDOs) using a variety of dependence structures and assumptions.
rubikscube09/Platelet-Project
rubikscube09/Project-Marco
rubikscube09/rubikscube09.github.io
rubikscube09/The-Concepts-and-Practices-of-Mathematical-Finance
This will be a repository where I implement many of the example exercises from Mark Joshi's "The Concepts and Practice of Mathematical Finance.