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1. Call-Options-PnL-Heatmap Call-Options-PnL-Heatmap Public

   A simple tool for visualising profitability for a given European call option. The user inputs a stock symbol, expiry date and number of contracts, and the output is the corresponding call's profit …

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2. LS-Convertible-Bond-Pricer LS-Convertible-Bond-Pricer Public

   An implementation of the Longstaff-Schwartz algorithm, which we use to price a convertible bond.

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3. Mean-Variance-Optimisation Mean-Variance-Optimisation Public

   A mean-variance analysis of a portfolio of risky assets, visualising the Markowitz bullet and the efficient frontier. We also compare the performance of a randomly selected portfolio within the Mar…

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4. Mid-Frequency-Statistical-Arbitrage Mid-Frequency-Statistical-Arbitrage Public

   An exposition of a simple pairs trading strategy on two stocks (Bajaj Finserv and Indian Bank) in the Nifty500, at the one-minute time frequency, in order to demonstrate some of the core ideas of s…

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5. Website Website Public

   A personal website I update from time to time.

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6. Random-Forest-Stock-Direction Random-Forest-Stock-Direction Public

   An implementation of the scikit-learn Random Forest Classifier, used to predict the direction of AAPL stock over a time horizon of 90 days, loosely following the paper at https://arxiv.org/abs/1605…

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