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Popular repositories

  1. Delta-Gamma-Hedging-Simulation Delta-Gamma-Hedging-Simulation Public

    Apply option pricing theory to run a daily delta gamma hedging simulation on European Call using VBA.

    4 2

  2. Asset-Pricing-Thesis Asset-Pricing-Thesis Public

    Jupyter Notebook 1 2

  3. Welcome-to-my-page- Welcome-to-my-page- Public

    My name is Raymond Widjaja. I'm currently studying Computational Finance in City University of Hong Kong. My interest lies within Quantitative trading, Machine Learning, Statistical Learning and Ec…

  4. Portfolio-Analysis Portfolio-Analysis Public

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  5. Momentum-Based-Trading-with-Hurst- Momentum-Based-Trading-with-Hurst- Public

    A momentum based algorithmic trading strategy. The strategy would be based on expectation on continuation of a market trends which will be determined by using statistics.

    Jupyter Notebook 1

  6. Creative-Assignment Creative-Assignment Public

    Computer Programming final project with object oriented approach. Design a interactive platform to retrieve list of activities supported with sorting, updating and data statistics.

    C++