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The goal of this project is to implement a binomial model to calculate options on futures implied volatility using Cox–Ross–Rubinstein (CRR) procedure.

Visual Basic 68.78% C++ 31.22%

fpga-volatility's Introduction

Jose L Rodriguez Public Profile

  • 🚀 Sbecipher, Founder, Systematic Innovative AI Portfolio Management
  • 💼 To see my work, check out my LinkedIn Profile or Portfolio.
  • 🌱 To see what I'm Teaching and learning, check out my IO CodeSpace.
  • 💬 Ask me about the work I do as a Millstone Fellow
  • 👯 I'd like to collaborate on side projects, particularly in data science, weather/climate, and economics.
  • 💌 You can reach me on LinkedIn @jlro.
  • 😄 Pronouns: He/Him
  • ⚡ In my free time, I enjoy traveling, gardening, building electronics, IoT, Solar Energy and all things crypto

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