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This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface
Pricing Options using Synthetic Data generated by Quantum techniques
Pricing Options using Synthetic Data generated by Quantum techniques
Buying Synthetic Longs and Shorting the Underlying
Arbitrage between synthetic futures made from options and perpetual futures on Delta Exchange
Synthetic futures powered by Dopex calls and put options.
Curated decibans of scientific programming resources in Python.
An opinionated list of awesome Python frameworks, libraries, software and resources.
This project explores the optimization of trade execution strategies in high-frequency trading (HFT) by identifying cost-efficient time windows. Using a Time-Weighted Average Price (TWAP) strategy …
Resources associated with the Baruch MFE MTH 9796 NLP Class
1
Updated Mar 10, 2024
Asset allocation and Portfolio Management Course @ Baruch MFE
This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface
stefanomorni / fork-tvdatafeed
Forked from sumit9926/tvdatafeedA simple TradingView historical Data Downloader
Scraping options data from CBOE website and make simple analysis
This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script sets up a Flask server and provides a route to retrieve the …
An analysis of the inverse relationship of the S&P 500 Index ETF ($SPY) against VIX Futures
Analysis for the ProShares VIX short-term Futures ETF
Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV
Developing Options Trading Strategies using Technical Indicators and Quantitative Methods
Construction of local volatility surface by using SABR
SABR-variant volatility surface calibration used in Binary.com
Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro
This repository contains pricing methods for equity European and American options. Monte Carlo and tree methods have been implemented for Black Scholes extensions (standard, with discrete dividend,…
Financial Modelling and Data Analytics
