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airdrops-price-impact

Role of Airdrops in Price Formation, case study of $OMG and $CREAM

black-scholes-option-pricing

European option pricing, Black and Scholes Model

crypto_assessment

This project is to perform some analytics in the Cryptocurrency market as a practical assessment.

cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading

This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu remote server with the implementation of Python3, Shell and SQLite and are then analyzed locally with Python3.

db

Version control for databases: save, restore, and archive snapshots of your database from the command line

deribit-option-data

Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.

dynamic-derivatives-portfolio-hedging

Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.

garch-models-in-r

Specify and fit GARCH models to forecast time-varying volatility and value-at-risk.

linearmodel-vs-nonlinearmodel

Assessing the regression problem providing a linear model and a non-linear model.

neural-network-images-classification

Implementation of a multi-class classifier to identify the subject of images (airplane, automobile and bird) from CIFAR-10 data set.

portfolio

Personal reflections on different topics and papers.

stochastic-asset-pricing-in-continuous-time

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

test

trading-strategy-backtest

Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.