Wiki source code of Home

Last modified by Nikita Kapchenko on 2019/10/03 12:42
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1 {{box cssClass="floatinginfobox"}}
2 {{velocity}}
3 {{html clean="false"}}
4 ## Chrome's XSS Auditor blocks the preview action if:
5 ## * the submitted content has an iframe with an external URL
6 ## * the preview action displays the submitted iframe
7 ## The workaround is to make sure the submitted content (the macro markers) don't match the preview HTML.
8 ## See XWIKI-14818: Preview triggers ERR_BLOCKED_BY_XSS_AUDITOR in Chrome
9 #set ($iframe = 'iframe')
10 <$iframe src="https://www.youtube.com/embed/9QTWrZ7OfzI" title="YouTube video of XWiki" role="presentation" allowfullscreen></$iframe>
11 {{/html}}
12 {{/velocity}}
13 {{/box}}
14
15 = Welcome to my xwiki page =
16
17 This page contains the short resume of my projects.
18
19 = Content =
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.
22
23 {{toc numbered="true"/}}
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27 It's a test [[t>>doc:test.WebHome]]t [[type the link label>>doc:test.WebHome]]
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29 [[Sandbox>>Sandbox.WebHome]] for more demo content
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32 (% class="row" %)
33 (((
34 (% class="col-xs-12 col-sm-6" %)
35 (((
36 = Open questions =
37
38 == [Equity] Fractional Brownian motion. ==
39
40 Why? It allows to model the roughness of volatility
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42 How to imply? Calibrate parameter "H" to match short term skew.
43
44 == [IRD] From Libor to Sofr. ==
45
46 == [Crypto] SLV with jumps for Bitcoin ==
47
48 How to manage jumps?
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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)
53
54 == [Trading] Neural networks for vol trading ==
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56
57 )))
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59 (% class="col-xs-12 col-sm-6" %)
60 (((
61 = Create your application =
62
63 creating //your// own applications with [[App Within Minutes>>AppWithinMinutes]] (AWM).
64 )))
65 )))