A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.

Google Ticker Stock SVI (TS-SVI)

Summary notebooks using derivative gaussian processes with tinygp. We implement a 2D derivative gaussian process and successfully use derivatives to regularize SVI fits with a gaussian process model..

SVInsight: A python package for calculating an exploratory social vulnerability index (SVI).

CCE-314 , CCE-416

Bayesian inference using sparse gaussian processes from tinygp. Examples include 1D and 2D implementation.

A Python-based trading bot designed to identify and trade mispriced options using the Schwab API. The bot automatically submits limit orders on options it detects as mispriced, and once the orders are filled, it delta hedges the positions to manage risk.

Package for temporal deconvolution of bulk RNA-seq samples using SVI

A C++-based bot developed to calculate implied volatility on option prices using the Barone-Adesi Whaley model and perform custom interpolations on the results. Built upon my original Python implementation, this version significantly enhances the performance of both the pricing calculations and interpolation processes.

south vi 系统脚手架，专注内部SVN系统脚手架

Investigate correlations between Covid-19 confirmed cases/deaths and selected social vulnerability indicators in the USA

COVID-19 Symptom Self-Assessment mockup tools is a recommendation on the next steps to follow, according to your condition when you believe you have been exposed to COVID-19 or have symptoms similar to COVID-19.

CDC Social Vulnerability Index (SVI) data for Rhode Island.

This project provides tools and scripts to map ZIP codes to county-level FIPS codes and tract-level FIPS codes using a ZIP_COUNTY crosswalk. It also maps the `RPL_THEMES` value from the `SVI_2020_US_county` dataset for each county FIPS.

A Shiny Dashboard visualizing the Social Vulnerability Index (SVI) for the city of Portland, Maine.

A personal website built with Next.js that showcases various interpolation techniques I've mastered for volatility surface modeling. The site features an interactive graph where users can explore and visualize different volatility surfaces, with the ability to switch between multiple models for comparison and analysis.

data and code to build out Arizona Social Vulnerability Index

VolSplinesLib is a Python library for interpolating implied volatility surfaces using various volatility models. The library provides tools for fitting and interpolating models to market data, supporting popular methods like RFV, SLV, SABR, and SVI.

Volatility Model Documentation

Novel technique to fit a target distribution with a class of distributions using SVI (via NumPyro). Unlike standard SVI, our "data" is a distribution rather than a finite collection of samples.