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  1. Delta-Gamma-Hedging-Simulation Delta-Gamma-Hedging-Simulation Public

    Apply option pricing theory to run a daily delta gamma hedging simulation on European Call using VBA.

    4 2

  2. Asset-Pricing-Thesis Asset-Pricing-Thesis Public

    Jupyter Notebook 1 2

  3. VIX-Futures VIX-Futures Public

    Futures and ETF on VIX Index

    Jupyter Notebook 1 2

  4. Welcome-to-my-page- Welcome-to-my-page- Public

    My name is Raymond Widjaja. I'm currently studying Computational Finance in City University of Hong Kong. My interest lies within Quantitative trading, Machine Learning, Statistical Learning and Ec…

  5. Portfolio-Analysis Portfolio-Analysis Public

    Jupyter Notebook 1

  6. Momentum-Based-Trading-with-Hurst- Momentum-Based-Trading-with-Hurst- Public

    A momentum based algorithmic trading strategy. The strategy would be based on expectation on continuation of a market trends which will be determined by using statistics.

    Jupyter Notebook 1