Backtesting Yield Estimator for Index&Stock Options. A tool for testing long-term option-based trading/investment strategies.
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Updated
Dec 11, 2022 - Python
Backtesting Yield Estimator for Index&Stock Options. A tool for testing long-term option-based trading/investment strategies.
This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.
Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods
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