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  1. Greeks-Calculator Greeks-Calculator Public

    These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Theta,Vega,Gamma,Rho,Episilon,Veta,Vomma,Vanna,Speed,Zomma,Col…

    Jupyter Notebook 15 3

  2. Simple_Bollinger_Bands_Backtest Simple_Bollinger_Bands_Backtest Public

    These Python code tests a Bollinger bands strategy in the VIX index, indicating Buy & Sell signals,

    Jupyter Notebook 10 1

  3. Greeks_Demonstration_Project Greeks_Demonstration_Project Public

    In the last month, Caio and I developed a Python script capable of deriving the Black & Scholes equation and finding all Greeks' equations, including Third-degree Greeks. In addition, we developed …

    Jupyter Notebook 8 3

  4. Portfolio-Sharpe-Calculator Portfolio-Sharpe-Calculator Public

    These Python Code receives stocks and weights of an portfolio as input and returns the Sharpe Index, covariance, variance, portfolio volatility & expected return as outputs

    Jupyter Notebook 6

  5. Crypto-Gamma-Scalping- Crypto-Gamma-Scalping- Public

    Datathon Project

    Jupyter Notebook 6 6

  6. Returns_Probability Returns_Probability Public

    These Python code uses the T- Student distribution to estimate a return percentage in a stock over n days, if you have these answer you can use Kelly Criterion in many options structures.

    Jupyter Notebook 5