GitHub / alessiapiacitelli / options-term-structure
This project explores the options term structure for the National Stock Exchange of India using PCA. By analysing the relationship between option prices and their maturities, we aim to uncover market expectations and risk assessments.
JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/alessiapiacitelli%2Foptions-term-structure
PURL: pkg:github/alessiapiacitelli/options-term-structure
étoiles: 0
forks: 0
issues ouvertes: 0
licence: None
langage: Jupyter Notebook
taille: 5,94 Mo
dépendances analysées: En attente
date de création: il y a environ un an
date de mise à jour: il y a environ un an
enregistré: il y a environ un an
dernière synchronisation: il y a environ un an
Sujets: bachelor-project, econometrics, finance, options-trading, pca, pca-analysis, semester-project