Jason (@jasonstrimpel)
github

jasonstrimpel

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  • Stars
    star
    1,594
  • Global Rank 19,312 (Top 0.7 %)
  • Followers 333
  • Registered about 13 years ago
  • Most used languages
    Python
         62.5 %
    Shell
         25.0 %
    HTML
         12.5 %
  • Location πŸ‡ΊπŸ‡Έ United States
  • Country Total Rank 161
  • Country Ranking
    Python
         980

Top repositories

1

volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
Python
1,521
star
2

covshrink

Python implementation of a sample covariance matrix shrinkage experiment
Python
30
star
3

optionslib

Python
9
star
4

Fourth-Moment

Code featured on the Fourth Moment blog
Python
2
star
5

jasonstrimpel.github.io

Jason's tech blog
HTML
1
star
6

ibswigsystematicexamples

Automatically exported from code.google.com/p/ibswigsystematicexamples
Python
1
star
7

quant-stack

Shell
1
star
8

quantlib-python-on-vagrant

Vagrantfile to setup QuantLib for Python
Shell
1
star