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We hedge the directional risk associated with price movements in an underlying stock (represented with a Wiener process). The model intends to profit from the underlying stock's volatility.
Implementations of the forward, backward, and Viterbi algorithms in MATLAB.
A method for generating n random values, sampled from a Levy alpha stable distribution. It is useful for Levy adjusted random walks and financial risk modelling.
Repositories
9We hedge the directional risk associated with price movements in an underlying stock (represented with a Wiener process). The model intends to profit from the underlying stock's volatility.
No description provided.
No description provided.
No description provided.
Implementations of the forward, backward, and Viterbi algorithms in MATLAB.
A method for generating n random values, sampled from a Levy alpha stable distribution. It is useful for Levy adjusted random walks and financial risk modelling.
Short volume statistics plugin, scraped from Quandl, for tradingview. Volumes are recorded for securities listed on NYSE and NASDAQ exchanges.
A stripped-down version of a pairs trading algorithm used for personal trading with IBKR
An animated visualisation of the generalised Collatz system.