Beast code in Giters

Jens Olson's repositories

Calculates estimate of market maker gamma exposure derived from S&P 500 index options

Language:Python114 7 4

Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes

Language:Python32 1 1

Calculates estimate of dark pool buying based on publicly available exchange data

Language:Python23 50

Calculates Kelly Criterion optimal bet size given vectors of probabilities and payoffs

Language:R4 10

Helper functions to calculate optimal risk parity portfolio weights given historical returns

Language:Python301

Forecasting US presidential election outcomes based on individual state betting markets

Language:R010

Calculates pre- and post-flop equity for randomly generated or user-specified hole cards

Language:Jupyter Notebook010