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  1. Hedging Hedging Public

    An approach to option hedging when the underlying is traded through a Limit Order Book.

    MATLAB 7 1

  2. Blog Blog Public

    Assorted notes

    Jupyter Notebook 3 1

  3. LifeInTheUK LifeInTheUK Public

    A short field guide for people working towards passing the 'Life in the UK' test (aspiring citizens and ILRs).

    TeX 1 1

  4. Covid19 Covid19 Public

    Data visualisation for Covid-19, covering areas from number of documented cases/deaths to policy measures implemented by various governments.

    Jupyter Notebook

  5. Stats Stats Public

    Notes on probability and statistics.

  6. Sharpe Sharpe Public

    A bootstrap analysis of the Sharpe ratio, and the difference in Sharpe ratios.

    Jupyter Notebook