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  1. EventPrediction_DeepLearning EventPrediction_DeepLearning Public

    Contains Source codes and reports for the project of the course IEORE4272 Deep Learning for Operations Research and Financial Engineering

    Jupyter Notebook 7 4

  2. AlgorithmicTrading-AlphaTraders AlgorithmicTrading-AlphaTraders Public

    Jupyter Notebook 2

  3. MachineLearningforTrading MachineLearningforTrading Public

    Contains extraction, visualization, manipulation and learning algorithms implemented on historical stock data of Apple, IBM, Google and Goldman sachs. All the codes are in Python and various statis…

    Python 5 3

  4. OptionPricing_CRRModel OptionPricing_CRRModel Public

    Jupyter Notebook 2

  5. LongShortBetaStrategy LongShortBetaStrategy Public

    Constructed a quantitative factor using Rolling Beta from the CAPM Model and backtested a long short beta trading strategy to beat the S&P 500 Benchmark during high volatile market regimes.

    Jupyter Notebook 3

  6. StructuredPricingEngine StructuredPricingEngine Public

    Contains code for the pricing engine of a type of Quanto Option on Libor and STOXX50E. Used GBM model for Stock process simulation and Vasicek model for LIBOR rate simulation. We have assumed that …

    HTML 1