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  • Georgia Tech
  • Atlanta, GA
  • 19:53 (UTC -05:00)
  • LinkedIn in/aramesh342

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@iplug-iiserp

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  1. advanced-vol-forecasting advanced-vol-forecasting Public

    This 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

  2. crypto_redux crypto_redux Public

    Bare-bones implementation of a cryptocurrency and blockchain based on Bitcoin

    Jupyter Notebook

  3. hedging_strategy hedging_strategy Public

    Replicate 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++