Skip to content
View man-98's full-sized avatar
2 followers · 2 following

Block or report man-98

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 250 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Pinned Loading

  1. Option-Volatility-Pricing-and-Forecast Option-Volatility-Pricing-and-Forecast Public

    Uses GARCH to forecast Option Volatility and inputs that to Black Scholes Model, thus comparing the volatility spread between market calls and theoretically derived values.

    Jupyter Notebook 3

  2. Factor-Model-Backtest Factor-Model-Backtest Public

    Research paper implementation on Factor Model, Back testing and Arbitrage

    Jupyter Notebook 2

  3. index_fund index_fund Public

    Jupyter Notebook