G10 Interest Rates Relative Value Strategy

Overview of a G10 Relative Value trading strategy in Python that I worked on with a group of friends at UT Austin

Programming Project

FX Option Pricing with Garman Kohlhagen

Using Python, Pandas, Numpy, Matplotlib to calculate FX Options Price using Garman Kohlhagen Equations

Arbitrage

A simplification of Calamos's Convertible Arbitrage book