Discover @jasonstrimpel Open Source projects

Jason (@jasonstrimpel)

jasonstrimpel

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Global Rank 19,440 (Top 0.7 %)
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Registered over 13 years ago
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Python
62.5 %

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Location 🇺🇸 United States
Country Total Rank 161
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Python
988

volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

covshrink

Python implementation of a sample covariance matrix shrinkage experiment

optionslib

Fourth-Moment

Code featured on the Fourth Moment blog

jasonstrimpel.github.io

Jason's tech blog

ibswigsystematicexamples

Automatically exported from code.google.com/p/ibswigsystematicexamples

quant-stack

quantlib-python-on-vagrant

Vagrantfile to setup QuantLib for Python