Added RoughVolatilityWorkshop

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Wilson Freitas
2024-11-23 04:32:38 -03:00
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@@ -563,3 +563,4 @@ date conversion, scaling factor values, and filtering by the specified date.
- [Finance](https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.
- [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implementation of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader.
- [Tidy Finance](https://www.tidy-finance.org/) - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.
- [RoughVolatilityWorkshop](https://github.com/jgatheral/RoughVolatilityWorkshop) - 2024 QuantMind's Rough Volatility Workshop lectures.
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@@ -554,3 +554,4 @@ date conversion, scaling factor values, and filtering by the specified date.
- [Finance](https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.
- [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implementation of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader.
- [Tidy Finance](https://www.tidy-finance.org/) - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.
- [RoughVolatilityWorkshop](https://github.com/jgatheral/RoughVolatilityWorkshop) - 2024 QuantMind's Rough Volatility Workshop lectures.