Pinned

1. AlphaVantage-Intraday-Price-Candle-Fetcher AlphaVantage-Intraday-Price-Candle-Fetcher Public

   A set of Python scripts that allow their user to download, store, and manage data from the AlphaVantage API.

   Python 2

2. Realised-Volatility-Calculator Realised-Volatility-Calculator Public

   The workings for a very interesting exercise from the Econometrics of Financial Markets module of the MSc Quantitative Finance 2023/24 course at Bayes Business School (formerly Cass).

   Jupyter Notebook 1

3. Optimisation-and-the-Efficient-Frontier Optimisation-and-the-Efficient-Frontier Public

   The workings for an Asset Pricing exercise from MSc Quantitative Finance 2023/24 at Bayes Business School

   Python 1

4. Binomial-Option-Pricing Binomial-Option-Pricing Public

   Simple binomial plain vanilla option pricing via risk neutral valuation of a non-dividend-paying stock

   Python 1

5. Realisations-of-a-Geometric-Brownian-Motion Realisations-of-a-Geometric-Brownian-Motion Public

   Applied to pricing a stock under the risk neutrality assumption

   Jupyter Notebook 1

6. Miscellaneous Miscellaneous Public

   Curiously idiosyncratic

   Python