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Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage

This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.

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garch-modelsdelta-hedgingstatistical-arbitragemaximum-likelihood-estimation

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This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.

garch-modelsdelta-hedgingstatistical-arbitragemaximum-likelihood-estimation

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