AI Agent Skills

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

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

PyTorch implementation for SDEdit: Image Synthesis and Editing with Stochastic Differential Equations

This is a list of peer-reviewed representative papers on deep learning dynamics (optimization dynamics of neural networks). The success of deep learning attributes to bo…

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…