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  • New York, New York

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  1. DynamicDeltaHedge DynamicDeltaHedge Public

    Options Dynamic Delta Hedge Simulation

    Python 16 4

  2. BondPricer BondPricer Public

    Vanilla Bond Repricing and DV01 Calculation

    Python 2

  3. RebalBacktesting RebalBacktesting Public

    Portfolio Optimization and Backtesting

    Python

  4. PortfolioTools PortfolioTools Public

    Toolkit for Investment Portfolio Analysis, Management, and Modeling

    Python

  5. crypto_public crypto_public Public

    Exploratory Analysis of Crypto Assets

    Jupyter Notebook