Jason

icon indicating a website link http://www.jasonstrimpel.com

icon location Denver icon location Get started with Python for quant finance: https://gettingstartedwithpythonforquantfinance.com/

Results 2 repositories owned by Jason

volatility-trading

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

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covshrink

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Python implementation of a sample covariance matrix shrinkage experiment

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