Discover @bottama Open Source projects

Matteo Bottacini (@bottama)

bottama

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Python
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Location 🇨🇭 Switzerland
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Python
397

Dynamic-Derivatives-Portfolio-Hedging

Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.

stochastic-asset-pricing-in-continuous-time

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

Deribit-Option-Data

Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.

trading-strategy-backtest

Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.

cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading

This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu remote server with the implementation of Python3, Shell and SQLite and are then analyzed locally with Python3.

black-scholes-option-pricing

European option pricing, Black and Scholes Model