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1. ibkr-options-volatility-tradingibkr-options-volatility-tradingPublic

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

   Python 216 42

2. option-pricing-fourier-transformoption-pricing-fourier-transformPublic

   Option pricing: Simple app for vanilla option pricing 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-forecastingstatistics-stocks-forecastingPublic

   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-creditfixed-income-and-creditPublic

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

   Jupyter Notebook 29 11

5. quantitative-risk-managementquantitative-risk-managementPublic

   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-learningmachine-learningPublic

   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