Popular repositories Loading

1. Call-Options-PnL-Heatmap Call-Options-PnL-Heatmap Public

   A simple tool for visualising profitability for a given European call option. The user inputs a stock symbol, expiry date and number of contracts, and the output is the corresponding call's profit …

   Python 1 1

2. LS-Convertible-Bond-Pricer LS-Convertible-Bond-Pricer Public

   An implementation of the Longstaff-Schwartz algorithm, which we use to price a convertible bond.

   Python 1 1

3. Mean-Variance-Optimisation Mean-Variance-Optimisation Public

   A mean-variance analysis of a portfolio of risky assets, visualising the Markowitz bullet and the efficient frontier. We also compare the performance of a randomly selected portfolio within the Mar…

   Python 1

4. Website Website Public

   A personal website I update from time to time.

   CSS

5. Random-Forest-Stock-Direction Random-Forest-Stock-Direction Public

   An implementation of the scikit-learn Random Forest Classifier, used to predict the direction of AAPL stock over a time horizon of 90 days, loosely following the paper at https://arxiv.org/abs/1605…

   Python 1

6. NatGas-Price-Forecast NatGas-Price-Forecast Public

   Analysis, interpolation + forecasting of (simulated) natural gas price data using Facebook's Prophet model for time series forecasting. A task from JPMorgan's Quantitative Research Forage Job Simul…

   Python 1