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Achievement: YOLO

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  1. volatility_surface volatility_surface Public

    SPX Option Implied Volatility Surface using SVI Parameterisation, its variants and the Heston Stochastic Volatiltiy Model. Implements and studies interpolation and smoothing techniques used by Bloo…

    Python 1

  2. interest_rate_modeling interest_rate_modeling Public

    Dynamic Term Structure Modeling & Arbitrage-Free Interest Rate Simulation: A research-level fixed income quant project implementing a full interest rate modeling pipeline from raw Treasury data to …

    Jupyter Notebook 1

  3. Trading_System Trading_System Public

    A live options credit spread trading dashboard for Indian markets, built on top of the AngelOne API. Trades Bear Call Spreads and Bull Put Spreads on Nifty with automated entry screening, real-time…

    Jupyter Notebook

  4. math-for-mfe math-for-mfe Public

    Implementation of basic simulations and concepts in Machine Leanrning/ Statistics/ Math used for modeling or simulating different applications in Quantitative Finance built over the holidays :)

    Jupyter Notebook 1

  5. quant-finance quant-finance Public

    Work related to Quantitative Finance

    Jupyter Notebook

  6. technical_indicators technical_indicators Public

    Python