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Victor Wang's Projects

arbitragerepair icon arbitragerepair

Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.

backtrader icon backtrader

Python Backtesting library for trading strategies

ksvd icon ksvd

A ksvd implementation written in python.

lay_report icon lay_report

A possible revision to the InFoMM lay report template.

neuralsde-marketmodel icon neuralsde-marketmodel

Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.

whizz icon whizz

InFoMM 1st mini project with Whizz Education

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