Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces

Machine learning for financial risk management

computes Volatility Spillover between Cryptocurrency (BTC/USD) and S&P 500 index

MSc Finance dissertation project at Newcastle University. This project focused on forecasting the volatility of exchange rates involving the Great British Pound using EWMA, GARCH-type and Implied Volatility models.

Dashboard for return, volatility and correlation analysis for the NAFTRAC IPC. Mexican Stock Exchange (BMV).

Predicting asset prices' directional movements based on implied volatility of price action. This experiment was performed on SPX index fund with VIX as implied volatility reference.

Predicting future VIX movements using forked repository from @maylathant. Investigation on VIX price action and predictive modeling in order to aid in risk management on SPX index fund.