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  1. Call-Options-PnL-Heatmap Call-Options-PnL-Heatmap Public

    A simple tool for visualising profitability for a given European call option. The user inputs a stock symbol, expiry date and number of contracts, and the output is the corresponding call's profit …

    Python 1 1

  2. Website Website Public

    A personal website I update from time to time.

    CSS

  3. Random-Forest-Stock-Direction Random-Forest-Stock-Direction Public

    An implementation of the scikit-learn Random Forest Classifier, used to predict the direction of AAPL stock over a time horizon of 90 days, loosely following the paper at https://arxiv.org/abs/1605…

    Python 1

  4. NatGas-Price-Forecast NatGas-Price-Forecast Public

    Analysis, interpolation + forecasting of (simulated) natural gas price data using Facebook's Prophet model for time series forecasting. A task from JPMorgan's Quantitative Research Forage Job Simul…

    Python 1

  5. Heston-Model Heston-Model Public

    An implementation of the Heston model, a stochastic volatility model for options pricing. We compute prices of European call and put options via Monte Carlo simulation, for a variety of strike pric…

    Python 2

  6. LS-Convertible-Bond-Pricer LS-Convertible-Bond-Pricer Public

    An implementation of the Longstaff-Schwartz algorithm, which we use to price a convertible bond.

    Python 1