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Georgia Tech
- Atlanta, GA
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19:53
(UTC -05:00) - in/aramesh342
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advanced-vol-forecasting
advanced-vol-forecasting PublicThis project models short-term realized volatility using lagged realized volatilities, variance risk premium, and implied vol metrics (VIX, VVIX, skew) using models such as HAR-RV, LASSO, and Gradi…
Jupyter Notebook 2
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crypto_redux
crypto_redux PublicBare-bones implementation of a cryptocurrency and blockchain based on Bitcoin
Jupyter Notebook
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hedging_strategy
hedging_strategy PublicReplicate a short European call via daily delta hedging evaluated on: (1) simulated GBM paths (2) real GOOG option data to assess Black–Scholes validity.
C++
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