volatility

LaTeX sources of the paper on the Source Code Volatility (SCV) and the analysis of its relevance to other metrics in a software repository

University research project, analyzing the information content of model-free implied volatility

A fully reproducible econometrics project analyzing how market sentiment, proxied by the VIX, affects returns across major equity ETFs using 20 years of weekly data, fixed-effects panel regressions, and ETF-specific analyses.

A Boundary Field Theory of Interest Rates

intro to financial mathematics; spring 26

Replication code for the MSc thesis on implied vs realized volatility — Bitcoin (DVOL) vs S&P 500 (VIX), with HAC inference and regime-conditional regressions.

Testing whether the variance risk premium exist and the edge of a bull-put spread strategy

Infrastructure vs Regulatory Shocks: Asymmetric Volatility Response in Cryptocurrency Markets | DAI-2506 | Dissensus AI Working Paper

Research code and LaTeX source for a paper on stochastic diffusion processes, Brownian paths, and implicit volatility coefficients.

Quantitative research on CBOE VIX predictability using ML — walk-forward validation, confidence-based selective prediction, and robustness checks

SRE repo for Malware Reverse Engineering Practical1

Worked portfolio of 115+ mathematical finance exercises: forwards, options, no-arbitrage bounds, binomial pricing, a from-scratch Black-Scholes derivation, volatility estimation, and linear programming. LaTeX + a Python companion.