Christian Satzky's repositories
forecasting-realized-volatility-using-supervised-learning
Traditionally, volatility is modeled using parametric models. This project focuses on predicting EUR/USD volatility using more flexible, machine-learning methods.
empirical-analysis-of-asset-pricing-beliefs
In this study, I empirically and statistically investigate the credibility of common asset pricing beliefs using data from S&P 500® constituents from January 2010–December 2020.
silver-commodity-market-timing
In this article, I present a simple, macroeconomic pricing model for the silver commodity. I construct a statistical fair-value indicator for the silver spot price using recent U.S. data.
asian-option-pricing-in-r
In this article, I present methods to efficiently estimate the price and the probability of exercise for vanilla and exotic options in R. In addition, I compare the empirical delta between European and average rate Asian options.
csatzky.github.io
Use this template if you need a quick developer / data science portfolio! Based on a Minimal Jekyll theme for GitHub Pages.
market-toolkit
A collection of stock market resources and tools
yeoman.io
Yeoman website