Matteo Bottacini
Results
4
repositories owned by
Matteo Bottacini
Deribit-Option-Data
28
Stars
13
Forks
Watchers
Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.
Dynamic-Derivatives-Portfolio-Hedging
44
Stars
10
Forks
Watchers
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
stochastic-asset-pricing-in-continuous-time
31
Stars
9
Forks
Watchers
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
trading-strategy-backtest
19
Stars
10
Forks
Watchers
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.