A repository to collect material related to the intersection of economics, finance, mathematics and physics.
- physics_for_finance: ongoing research of some implementations of physics model used in finance.
- shannon_demon: implementation and related biography for Shannon's demon trading strategy
- black_scholes_vectorized_sensitivity: studies on impact of asset price, strike, time, risk-free rate, time and vol over B&S pricing formula.
- fractional_brownian_motion: implementation and related biography for fractional Brownian motion
- gas_TTF_prices: extractor feed for historical gas prices
- historical oil prices: creates a dump and average of historical oil prices, with a nice chart focused on latest year.