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Popular repositories

  1. HiddenMarkovModel HiddenMarkovModel Public

    Implementations of the forward, backward, and Viterbi algorithms in MATLAB.

    MATLAB 1

  2. CollatzVisualisation CollatzVisualisation Public

    An animated visualisation of the generalised Collatz system.

    MATLAB

  3. ShortVolumeData ShortVolumeData Public

    Short volume statistics plugin, scraped from Quandl, for tradingview. Volumes are recorded for securities listed on NYSE and NASDAQ exchanges.

    1

  4. DeltaHedgingEuropean DeltaHedgingEuropean Public

    We hedge the directional risk associated with price movements in an underlying stock (represented with a Wiener process). The model intends to profit from the underlying stock's volatility.

    MATLAB

  5. LevyAlphaStableDistribution LevyAlphaStableDistribution Public

    A method for generating n random values, sampled from a Levy alpha stable distribution. It is useful for Levy adjusted random walks and financial risk modelling.

    C

  6. PairsStatArb PairsStatArb Public

    A stripped-down version of a pairs trading algorithm used for personal trading with IBKR

    Python