Discover @dpsugasa Open Source projects

@dpsugasa

dpsugasa

Stars
17
Global Rank 707,607 (Top 25 %)
Followers 4
Following 8
Registered over 7 years ago
Most used languages

Python
66.7 %

Jupyter Notebook
33.3 %
Location 🇬🇧 United Kingdom
Country Total Rank 25,609
Country Ranking

Jupyter Notebook
2,621

Python
8,016

deriv_models

Scripts to model various derivative instruments. Adaptations from QuantLib and Yves Hilpisch books

Jupyter Notebook

fund_flows

Uses Quandl data for weekly CFTC commitment of traders report.

momentum_trading

Risk_Parity

option_backtests

Macro_Data