Jack Mansfield's repositories
FX_Carry_Strategy
An FX carry strategy borrows in a (low-interest-rate) currency and lends in another currency (with high interest rates). This is typically arranged via a cross-currency swap
Trade_Flow_Crypto_Trading_Strategy
Here I will assess trade flow as means of generating profit opportunities in 3 cryptotoken markets. I stress the word “opportunity” because at high data rates like these, and given the markets’ price-time priority, it is far easier to identify desirable trades in the data stream than it is to inject oneself profitably into the fray.
Spread-Trading
A spread trading strategy checks a running estimate of the displacement between two related instruments, and makes bets that this displacement will decline whenever it gets large. Here, we define that displacement in terms of recent returns between SVOL volatility ETF and of a pair of ETFs
IMC_Prosperity-2023
RPI's Submission to the 2023 IMC Prosperity Compeition
2023-Rotman-Trading-Competition
Rensselaer Polytechnic Institute's submission for the 2023 Rotman International Trading Competition
CQF_Trading_Competition
Cornell Quant Fund 2022 Trading competition Options Case winner
Trading_Benchmarks
Program to calculate key benchmarks for a Algorithmic trading Strategy
neural-network
A 2 layer neural network with interchangeable hidden nodes, used to classify handwriting data as either a 1 or a 5
OptionPricing
Program that compares 3 implementations of the Binomial option pricing model, and then uses a Monte carlo simulation to price European, Asian, Barrier, and Minimum Strike call options.
BrokerBot
Broker Bot is an autonomous trading algorithm designed to continuously analyze New York Stock Exchange (NYSE) market conditions and execute profitable trades by utilizing advanced trading strategies. Built upon the Alpaca API, Broker Bot will be tuned through the extensive backtesting and paper trading capabilities provided.