7 projects
quant-screener
Quant product screener
bbg-fetch
Bloomberg fetching analytics wrapping xbbg package
qis
Implementation of visualisation and reporting analytics for Quantitative Investment Strategies
stochvolmodels
Implementation of stochastic volatility models for option pricing
optimalportfolios
Simulation and backtesting of optimal portfolios
option-chain-analytics
Implementation of data management and outputs queries for Option Chains
vanilla-option-pricers
Implementation of fast options pricers and risk for Black-Scholes-Merton and Bachelier normal models
