Changes for page Home

Last modified by Nikita Kapchenko on 2019/10/03 12:42
From version 7.1
edited by Nikita Kapchenko
on 2019/07/23 12:16
Change comment: There is no comment for this version
To version 8.1
edited by Nikita Kapchenko
on 2019/10/03 12:42
Change comment: There is no comment for this version

Summary

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Content
... ... @@ -14,11 +14,11 @@
14 14  
15 15  = Welcome to my xwiki page =
16 16  
17 -This page contains the short resume of each of my projects.
17 +This page contains the short resume of my projects.
18 18  
19 19  = Content =
20 20  
21 -The purpose of this wiki page is to document my projects in quantitative finance, computational algorithms and neural networks available on my GitHub, as well as collect some usefull tools and information.
21 +The purpose of this wiki page is to document my projects in quantitative finance, computational algorithms and neural networks available on my GitHub.
22 22  
23 23  {{toc numbered="true"/}}
24 24  
... ... @@ -26,7 +26,7 @@
26 26  
27 27  It's a test [[t>>doc:test.WebHome]]t [[type the link label>>doc:test.WebHome]]
28 28  
29 - [[Sandbox>>Sandbox.WebHome]] for more demo content
29 +[[Sandbox>>Sandbox.WebHome]] for more demo content
30 30  
31 31  
32 32  (% class="row" %)
... ... @@ -33,27 +33,27 @@
33 33  (((
34 34  (% class="col-xs-12 col-sm-6" %)
35 35  (((
36 -= GitHub =
36 += Open questions =
37 37  
38 -From remote to local:
38 +== [Equity] Fractional Brownian motion. ==
39 39  
40 -Git bash -> git clone REPO_URL
40 +Why? It allows to model the roughness of volatility
41 41  
42 -From local to remote:
42 +How to imply? Calibrate parameter "H" to match short term skew.
43 43  
44 -Git bash:
44 +== [IRD] From Libor to Sofr. ==
45 45  
46 -~1. git add .
46 +== [Crypto] SLV with jumps for Bitcoin ==
47 47  
48 -2. git commit -m "comment"
48 +How to manage jumps?
49 49  
50 -3. git push origin master
50 +(% style="width:374px" %)
51 +|=(% style="width: 149px;" %)model|=(% style="width: 101px;" %)SLV|=(% style="width: 121px;" %)SLV with jumps
52 +|(% style="width:149px" %)Deep OTM call price|(% style="width:101px" %)~~0.0002|(% style="width:121px" %)~~0.02 (x100)
51 51  
52 -If you don't care about your local changes and want to pull from remote:
54 +== [Trading] Neural networks for vol trading ==
53 53  
54 -git reset ~-~-hard
55 -
56 -git pull origin master
56 +
57 57  )))
58 58  
59 59  (% class="col-xs-12 col-sm-6" %)