Skip to content

Commit

Permalink
Added RoughVolatilityWorkshop
Browse files Browse the repository at this point in the history
  • Loading branch information
wilsonfreitas committed Nov 23, 2024
1 parent 9c9cf92 commit 6232e2e
Show file tree
Hide file tree
Showing 2 changed files with 2 additions and 0 deletions.
1 change: 1 addition & 0 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -563,3 +563,4 @@ date conversion, scaling factor values, and filtering by the specified date.
- [Finance](https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.
- [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implementation of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader.
- [Tidy Finance](https://www.tidy-finance.org/) - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.
- [RoughVolatilityWorkshop](https://github.com/jgatheral/RoughVolatilityWorkshop) - 2024 QuantMind's Rough Volatility Workshop lectures.
1 change: 1 addition & 0 deletions site/index.qmd
Original file line number Diff line number Diff line change
Expand Up @@ -554,3 +554,4 @@ date conversion, scaling factor values, and filtering by the specified date.
- [Finance](https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.
- [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implementation of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader.
- [Tidy Finance](https://www.tidy-finance.org/) - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.
- [RoughVolatilityWorkshop](https://github.com/jgatheral/RoughVolatilityWorkshop) - 2024 QuantMind's Rough Volatility Workshop lectures.

0 comments on commit 6232e2e

Please sign in to comment.