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  1. Pairs-Trading Pairs-Trading Public

    An exploration into pairs trading and machine learning

    Jupyter Notebook 8 3

  2. misc misc Public

    miscellaneous derivative pricing models (equity, rates, and credit)

    Jupyter Notebook 1

  3. Joshi-Projects Joshi-Projects Public

    Projects from Mark Joshi's "The Concepts and Practice of Mathematical Finance"

    Jupyter Notebook

  4. Optimization Optimization Public

    Portfolio optimization and other miscellaneous examples (linear, quadratic, integer, and dynamic programming)

    Jupyter Notebook 1

  5. Machine-Learning Machine-Learning Public

    Jupyter Notebook

  6. Pairs-Trading-Applications Pairs-Trading-Applications Public

    Commodity applications of the algorithm presented in the "Pairs-Trading" repository

    Jupyter Notebook 1