Pricing Digital Options
Deriving the price of digital/binary options.
Using the Volatility Surface: Marginal Risk Distribution
We apply the Volatility Surface to compute the marginal risk neutral distribution which we then use to price some derivatives.
Mapping Risks and Approximating Loss
We discuss mapping risk-factors and approximating loss using linear (delta) and quadratic (delta-gamma) methods.
Quantitative Finance Projects from Forage
Quantitative finance projects from the JP Morgan Chase Quantitative Research program on Forage.
(How to write) A Letterboxd Scraper
In this post, I will make a Letterboxd scrapper. In case you didn’t know, Letterboxd is a film logging site with built-in social networking features. It is a great platform, but the company does not provide a public API for their data, so one has to use a scaper to get their hands on the film/user data. For this scraper, given a username, we want all the films the user has logged....
Panel for Letterboxd
I made a Python Panel dashboard for Letterboxd. This dashboard resembles the stats page included in the Pro subscription. The visualizations are interactive. When you hover over the bars, a popup displays more information (such as the counts, etc.). If I find the time, I will host it on Heroku or somewhere else. But for now, if you would like to run it on your own (with your own scraped data), check out the app code here....
(AWS Hosting) How to make and host a Discord Bot, Part II
This is a follow up post to Part I of How to make and host a Discord Bot where I go through the steps to make a simple bot using the discord.py library. In this post, I will conclude the tutorial by explaining how we can host the bot we made in part I. Hosting the Bot We will host the bot on Amazon AWS. Amazon offers a basic plan on EC2 (Elastic Compute Cloud) free for a year!...