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1. Pairs-Trading Pairs-Trading Public

   An exploration into pairs trading and machine learning

   Jupyter Notebook 9 3

2. Joshi-Projects Joshi-Projects Public

   Projects from Mark Joshi's "The Concepts and Practice of Mathematical Finance"

   Jupyter Notebook 1

3. misc misc Public

   miscellaneous derivative pricing models (equity, rates, and credit)

   Jupyter Notebook 1

4. Optimization Optimization Public

   Portfolio optimization and other miscellaneous examples (linear, quadratic, integer, and dynamic programming)

   Jupyter Notebook 1

5. Machine-Learning Machine-Learning Public

   Jupyter Notebook

6. Pairs-Trading-Applications Pairs-Trading-Applications Public

   Commodity applications of the algorithm presented in the "Pairs-Trading" repository

   Jupyter Notebook 1