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1. volatility-trading volatility-trading Public

   Systematic Volatility Research and Backtesting for equity options

   Jupyter Notebook 23 5

2. option-pricer option-pricer Public

   A high-performance C++ library for pricing European, American, and Exotic options

   C++ 9 1

3. pairs-basket-trading pairs-basket-trading Public

   Algorithmic trading strategies for pairs and basket trading in cross-commodity markets

   Jupyter Notebook 6 1

4. bitcoin-momentum-trading bitcoin-momentum-trading Public

   Intraday Time Series Momentum trading strategy on 5-min bitcoin data

   Jupyter Notebook 12

5. algo-electricity-trading algo-electricity-trading Public

   Intraday algorithmic trading on the German electricity market

   Jupyter Notebook 7

6. battery-scheduling-dayahead battery-scheduling-dayahead Public

   Forecast-based battery scheduling in day-ahead electricity markets.

   Jupyter Notebook