In a previous post, we demonstrated the mean-reverting and trending properties of SP500. We subsequently developed a trading system based on the mean-reverting behavior of the index. In this installment, we will develop a trend-following trading strategy.
http://tech.harbourfronts.com/trend-following-trading-system-quantitative-trading-in-python/
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In a previous post, we demonstrated the mean-reverting and trending properties of SP500. We subsequently developed a trading system based on the mean-reverting behavior of the index. In this installment, we will develop a trend-following trading strategy.
http://tech.harbourfronts.com/trend-following-trading-system-quantitative-trading-in-python/
Employee Stock Options-Derivative Pricing in Python
Harbourfront Technologies
2 minutes 40 seconds
5 years ago
Employee Stock Options-Derivative Pricing in Python
Valuation of Employee Stock Options is different from regular stock options. In this post, we are going to implement the approach proposed by Hull and White. Specifically, we are going to implement the vesting and forfeiture rate features. Other features can also be implemented without difficulty
http://tech.harbourfronts.com/derivatives/employee-stock-options-derivative-pricing-python/
Harbourfront Technologies
In a previous post, we demonstrated the mean-reverting and trending properties of SP500. We subsequently developed a trading system based on the mean-reverting behavior of the index. In this installment, we will develop a trend-following trading strategy.
http://tech.harbourfronts.com/trend-following-trading-system-quantitative-trading-in-python/