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1. volatility-trading volatility-trading Public

   Daily Volatility trading strategies on Index Equity Options

   Jupyter Notebook 11 2

2. option-pricer option-pricer Public

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

   C++ 6 1

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

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

   Jupyter Notebook 5 1

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

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

   Jupyter Notebook 10

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

   Intraday algorithmic trading on the German electricity market

   Jupyter Notebook 3

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

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

   Jupyter Notebook