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  1. vol-surface-visualizer vol-surface-visualizer Public

    Volatility surface visualizer for cryptocurrency options.

    Python 49 20

  2. hfd-crypto hfd-crypto Public

    Python library for high frequency market data processing.

    Jupyter Notebook 16 1

  3. cryptopt cryptopt Public

    Cryptocurrency option analysis, with theoretical value and greek calculations.

    Jupyter Notebook 10 3

  4. undergraduate-thesis undergraduate-thesis Public

    Undergraduate thesis for the Physics department at Washington University in St. Louis: Forecasting Cryptocurrency Volatility

    3 1

  5. gomem gomem Public

    Utility for recursively determining memory consumption of generalized structs in Go.

    Go