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Explore the skillVolatility Trading
jasonstrimpel
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
1.9천GitHub
OPENAGENTSKILL / DIRECTORY
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Explore the skilljasonstrimpel
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
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Explore the skillboyac
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
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Explore the skilljonathancornelissen
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfreque…