- New York
- in/markbogorad
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Systematic_Energy_Trading
Systematic_Energy_Trading PublicQuantitative commodity trading lab for rapid strategy prototyping, futures analytics, strategy optimization, intelligent pairs trading, and more — designed to uncover edge in energy markets.
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Fintext_NLP
Fintext_NLP PublicA collection of my Natural Language Processing projects and experiments pertaining to the financial realm, with a focus on transfer learning, sentiment analysis for trading signals, LoRA adaptation…
Jupyter Notebook
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CarryTrade
CarryTrade PublicEnhanced carry trade strategy with a GARCH-based volatility indicator using G10 currency data from Bloomberg, combining EViews econometrics and Python analysis for better risk-adjusted returns.
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Option-Pricer-3.0
Option-Pricer-3.0 PublicInteractive Streamlit app for option pricing, visualizing payoffs, Greeks, and strategies across spot prices and volatilities, with real-time input tracking via KDB+.
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Eviews_WTI_Oil_Research
Eviews_WTI_Oil_Research PublicWTI oil forecasting using EViews 13 with AR, regime-switching, and GARCH family models for returns and volatility.
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Optimized_Option_Pricer
Optimized_Option_Pricer PublicBlack-Scholes option pricing for European and American perpetual options. Asian options are priced via Monte-Carlo simulations to replicate a random average price movement.
C++
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