quantfin

Quant finance side projects, including calculation of volatility surfaces from option chain data and LSTM time series prediction

Name	Name	Last commit message	Last commit date
Latest commit florianst give future prediction, adjust model Nov 30, 2020 a02bdfb · Nov 30, 2020 History 8 Commits
README.md	README.md	add image	Nov 29, 2020
lstm_prediction.ipynb	lstm_prediction.ipynb	give future prediction, adjust model	Nov 30, 2020
put_comparison.png	put_comparison.png	add image	Nov 7, 2020
tesla_lstm.png	tesla_lstm.png	give future prediction, adjust model	Nov 30, 2020
vol_plot.ipynb	vol_plot.ipynb	implement volatility vs strike plots for European put/call	Nov 7, 2020

Provide feedback