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  1. DeltaHedgingEuropean DeltaHedgingEuropeanPublic

    We hedge the directional risk associated with price movements in an underlying stock (represented with a Wiener process). The model intends to profit from the underlying stock's volatility.

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    Implementations of the forward, backward, and Viterbi algorithms in MATLAB.

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    An animated visualisation of the generalised Collatz system.

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    Short volume statistics plugin, scraped from Quandl, for tradingview. Volumes are recorded for securities listed on NYSE and NASDAQ exchanges.

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    A method for generating n random values, sampled from a Levy alpha stable distribution. It is useful for Levy adjusted random walks and financial risk modelling.

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    A stripped-down version of a pairs trading algorithm used for personal trading with IBKR

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