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1. ibkr-options-volatility-trading ibkr-options-volatility-trading Public

   Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API

   Python 218 43

2. option-#-fourier-transform option-#-fourier-transform Public

   Option #: Simple app for vanilla option # using Black-Scholes model and Merton model via Fourier Transform. Spot prices for the underlying are fetched from Yahoo Finance API.

   Jupyter Notebook 5 3

3. statistics-stocks-forecasting statistics-stocks-forecasting Public

   Empirical analysis with financial data (MSFT stock returns) in R, with the goal to produce useful forecasts using univariate, multivariate time series models and volatility models.

   R 6 4

4. fixed-income-and-credit fixed-income-and-credit Public

   Quantitative analysis of Fixed Income Securities, including bond # models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.

   Jupyter Notebook 29 12

5. quantitative-risk-management quantitative-risk-management Public

   Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regulation as well. Implementing risk models in Python, R and Ex…

   HTML 11 7

6. machine-learning machine-learning Public

   Data analysis of various financial datasets and applying numerous ML models with strong emphasis on feature engineering and model evaluation and selection.

   Jupyter Notebook 3 2