Popular repositories Loading

1. ETF-Volatility-Modeling ETF-Volatility-Modeling Public

   Time series analysis of 3 ETFs using univariate GARCH(1,1), multivariate GARCH-BEKK models and VAR to model volatility dynamics, correlations, and interdependence between asset classes.

   R

2. ETF-Time-Series-Analysis ETF-Time-Series-Analysis Public

   Time series analysis of KWEB, LIT & URA ETFs - ARIMA models, stationarity tests & cointegration, with Python and LaTeX reporting.

   Jupyter Notebook

3. Multi-Model-Option-Pricing Multi-Model-Option-Pricing Public

   Option pricing engine in Python using OOP - supports Black-Scholes, Heston, SABR, Vasicek, and Monte Carlo methods.

   Jupyter Notebook