Matteo Bottacini's repositories
Dynamic-Derivatives-Portfolio-Hedging
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
stochastic-asset-pricing-in-continuous-time
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
Deribit-Option-Data
Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.
trading-strategy-backtest
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading
This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu remote server with the implementation of Python3, Shell and SQLite and are then analyzed locally with Python3.
black-scholes-option-pricing
European option pricing, Black and Scholes Model
airdrops-price-impact
Role of Airdrops in Price Formation, case study of $OMG and $CREAM
Crypto_Assessment
This project is to perform some analytics in the Cryptocurrency market as a practical assessment.
Neural-Network-images-classification
Implementation of a multi-class classifier to identify the subject of images (airplane, automobile and bird) from CIFAR-10 data set.
GARCH-models-in-R
Specify and fit GARCH models to forecast time-varying volatility and value-at-risk.
LinearModel-vs-NonLinearModel
Assessing the regression problem providing a linear model and a non-linear model.