Jupyter notebooks and learning notes of weather derivatives
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Updated
Mar 7, 2023 - Jupyter Notebook
Jupyter notebooks and learning notes of weather derivatives
Fair-value pricing and fractional Kelly sizing for Polymarket temperature markets. Sigma is calibrated against realised forecast error, not assumed.
Perpetual futures on real-world data. Trade the magnitude, not the yes/no. Weather is the first market, on Solana.
A production-grade weather event prediction exchange.
Independent research project exploring temperature modeling for weather derivatives and commodity trading.
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