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1. crypto-fomc-intraday-event-study crypto-fomc-intraday-event-study Public

   Statistical study of high-frequency cryptocurrency reactions to U.S. Federal Reserve (FOMC) communication using NLP, assessing the feasibility of event-driven systematic trading strategies.

   HTML 1

2. structured-products-pricing-engine structured-products-pricing-engine Public

   Modular multi-asset-class Monte Carlo engine for pricing exotic derivatives and structured products with calibrated implied volatility surfaces (Heston, local vol, SVI) and a user-friendly Django w…

   Python 2 1

3. equity-factor-signal-decay equity-factor-signal-decay Public

   Statistical study of information decay in cross-sectional equity factors, focusing on optimal holding horizons and portfolio rebalancing. Replication and extension of “Factor Information Decay: A G…

   Jupyter Notebook 1

4. baptistedfr/Predicting-Oil-Price-Turning-Points baptistedfr/Predicting-Oil-Price-Turning-Points Public

   Replication of the research paper : "The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm"

   Jupyter Notebook 2 2

5. baptistedfr/Trinomial-Tree baptistedfr/Trinomial-Tree Public

   Pricing d'options européennes et américaines avec dividendes sous python et VBA

   Python

6. Caymaar/measuring-market-inefficiency-conditional-correlation Caymaar/measuring-market-inefficiency-conditional-correlation Public

   Replication of the research paper : "Measuring conditional correlation between financial markets' inefficiency"

   Jupyter Notebook 1