Wiki source code of Home
Last modified by Nikita Kapchenko on 2019/10/03 12:42
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1.1 | 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 | |||
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2.1 | 15 | = Welcome to my xwiki page = |
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1.1 | 16 | |
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8.1 | 17 | This page contains the short resume of my projects. |
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1.1 | 18 | |
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2.1 | 19 | = Content = |
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1.1 | 20 | |
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8.1 | 21 | The purpose of this wiki page is to document my projects in quantitative finance, computational algorithms and neural networks available on my GitHub. |
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1.1 | 22 | |
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4.1 | 23 | {{toc numbered="true"/}} |
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3.1 | 24 | |
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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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8.1 | 29 | [[Sandbox>>Sandbox.WebHome]] for more demo content |
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3.1 | 30 | |
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1.1 | 31 | |
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2.1 | 32 | (% class="row" %) |
| 33 | ((( | ||
| 34 | (% class="col-xs-12 col-sm-6" %) | ||
| 35 | ((( | ||
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8.1 | 36 | = Open questions = |
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1.1 | 37 | |
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8.1 | 38 | == [Equity] Fractional Brownian motion. == |
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1.1 | 39 | |
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8.1 | 40 | Why? It allows to model the roughness of volatility |
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5.1 | 41 | |
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8.1 | 42 | How to imply? Calibrate parameter "H" to match short term skew. |
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5.1 | 43 | |
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8.1 | 44 | == [IRD] From Libor to Sofr. == |
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5.1 | 45 | |
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8.1 | 46 | == [Crypto] SLV with jumps for Bitcoin == |
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5.1 | 47 | |
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8.1 | 48 | How to manage jumps? |
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5.1 | 49 | |
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8.1 | 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) | ||
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6.1 | 53 | |
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8.1 | 54 | == [Trading] Neural networks for vol trading == |
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6.1 | 55 | |
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8.1 | 56 | |
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1.1 | 57 | ))) |
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2.1 | 58 | |
| 59 | (% class="col-xs-12 col-sm-6" %) | ||
| 60 | ((( | ||
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1.1 | 61 | = Create your application = |
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7.1 | 63 | creating //your// own applications with [[App Within Minutes>>AppWithinMinutes]] (AWM). |
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1.1 | 64 | ))) |
| 65 | ))) |