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  1. TradingStrategies TradingStrategies Public

    Backtester for market neutral equity trading strategies. The code generates long and short signals for each security and then constructs a neutral portfolio.

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  2. DerivativesPricing DerivativesPricing Public

    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,…

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    Web scraper and score calculator for an IPL Fantasy League.

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