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Inviato
Bitcoin Random Number Generator
Pulls the latest Bitcoin block hashes & processes it through a hash function to obtain a binary output (either 0 or 1),
oltre 2 anni fa | 1 download |
Inviato
Several algorithmic trading strategies on the stock ticker SPY
Replication of several trading strategies presented on quantifiedstrategies.com
oltre 9 anni fa | 1 download |
Inviato
CME group web scraper
Scrapes natural gas options data from the CME group options exchange
oltre 9 anni fa | 1 download |
Inviato
Historical Hourly Weather Scraper
Scrapes Historical Hourly Weather Data From User Specified Zip Codes
oltre 10 anni fa | 1 download |
Inviato
Mean Variance Portfolio Optimization of S&P 500 Stocks
Example Portfolio optimization that can be used for backtesting cross-sectional stock strategies
quasi 11 anni fa | 1 download |
Inviato
A simple yet powerful model for simulating spot and forward prices
A novel procedure that can be used for Monte Carlo pricing of commodities
quasi 12 anni fa | 1 download |
Inviato
Calibration of Forward Price, Volatility, and Correlations across multiple assets
Calibration of multiple Fwd Prices and Vol Curves
quasi 14 anni fa | 1 download |
Inviato
Heston Model Calibration and Simulation
Calibrated the Heston Model to market Option prices
oltre 14 anni fa | 5 download |
Inviato
Nonparametric Estimation of Regime Switching Data
Methodology from simulated data without any modeling assumptions
oltre 14 anni fa | 1 download |
Inviato
Simulation of Forward Curve using PCA (principle component analysis)
Method of simulation forward curves
quasi 15 anni fa | 1 download |
Inviato
Time Series estimation of Cyclical data process
Procedure for estimation cyclical data
quasi 15 anni fa | 1 download |
Inviato
Simulation of CEV process
Constant Elasticity of Variance (CEV) process
quasi 15 anni fa | 1 download |
Inviato
Particle Filter comparison with Smoothing Methods
Compares Particle filtering to smoother
quasi 15 anni fa | 2 download |
Inviato
Backtesting Code for Algorithmic Trading Strategy
Code to Backtest trading strategy
quasi 15 anni fa | 1 download |
Inviato
Particle Smoothing Expectation Maximization Procedure
An estimation technique for time series data. Extension to previous code
quasi 15 anni fa | 1 download |
Inviato
Calibration Method for the Schwartz-Smith Model
A Kalman Smoother Expectation Maximization Procedure
quasi 15 anni fa | 1 download |
Inviato
Simulation of Schwartz-Smith two Factor model
Replicated results given in Schwartz-Smith paper.
quasi 15 anni fa | 1 download |
Inviato
Parameter Estimation Technique for general datasets
An estimation procedure for many types of data
quasi 15 anni fa | 1 download |
