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  1. friktion-user-analytics friktion-user-analytics Public

    User research dashboard to examine number of unique users, average transaction size & withdrawal size

    Jupyter Notebook

  2. crypto_stat_arb crypto_stat_arb Public

    Applying the concept of statistical arbitrage to the crypto-currency market by discovering significant arbitrages between exchanges

    Jupyter Notebook 7 2

  3. options_SABR_model options_SABR_model Public

    This project implements the following models to value options in Python: 1. Black-Scholes model 2. Bachelier model 3. Black76 model 4. Displaced-diffusion model 5. SABR model

    Jupyter Notebook 16 7

  4. stat_arb_etf stat_arb_etf Public

    An example of statistical arbitrage of ETFs using Augmented Dickey-Fuller test & Kalman Filter.

    Jupyter Notebook 4 1

  5. Sentiment-Bitcoin Sentiment-Bitcoin Public

    Our project seeks to validate the correlations between Google search trends and Twitter sentiments with Bitcoin prices using recent data from 2017 and 2018. We are also interested to discover if th…

    Jupyter Notebook 3