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/
Valuation of Callable Putable Bonds-Derivative Pricing in Python
Harbourfront Technologies
4 minutes 55 seconds
5 years ago
Valuation of Callable Putable Bonds-Derivative Pricing in Python
We are going to discuss valuation of a callable bond. We chose the Hull-White model to describe the interest rate dynamics. We then use a Python program to build a trinomial tree for the risk-free rates
http://tech.harbourfronts.com/derivatives/valuation-callable-puttable-bonds-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/
