hiswaps/eurswaps_pca

Stars
6
Rank 2,539,965 (Top 51 %)
Language
Jupyter Notebook
Created over 2 years ago
Updated over 2 years ago

hiswaps/eurswaps_pca

hiswaps

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

PCA analysis on EUR ESTR Swaps

trend_forecaster_ml

GitHub repository for the course COMP4801: Final Year Project (FYP). All code will be uploaded and updated here. Please find the link for the project website below.

Jupyter Notebook

strategy

A simple program which downloads stock price data and executes a pairs trading strategy on two stocks (can be modified for a basket of stocks).

Swaps-Resume

A one page resume template in LaTeX, catered to Computer Science and Finance undergraduates.

pytops

An easy to use Python library for pricing options using the Black-Scholes model