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  • Toronto

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Achievement: Arctic Code Vault ContributorAchievement: Pull Sharkx2

Achievements

Achievement: Arctic Code Vault ContributorAchievement: Pull Sharkx2

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  1. Bond-Duration Public

    Investigation into Bond Duration

    Jupyter Notebook

  2. CaFK Public

    Catch a Falling Knife trading strategy

    Jupyter Notebook

  3. at_the_money_hedge Public

    investigation into how well Black-Scholes hedging works for at-the-money options

    Jupyter Notebook

  4. Risk-Forecasting Public

    Python code for the book Financial Risk Forecasting by Jon Danielsson

    Jupyter Notebook