linhnguyen215538 / Volatility-StudyView external linksLinks
• Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot and options prices data from CBOE and Yahoo Finance • Utilized NumPy, Pandas, and SciPy packages to calculate implied volatility, realized volatility, and risk premiums to measure how the market prices risk • …
☆49Feb 9, 2021Updated 5 years ago
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