An interactive web dashboard for univariate GARCH(1,1) and multivariate DCC-GARCH(1,1) volatility modelling across user-selectable asset universes (11 S&P 500 sectors, stock/bond, NASDAQ vs SPX, ...
Abstract: Cryptocurrency, a novel digital asset within the blockchain technology ecosystem, has recently garnered significant attention in the investment world. Despite its growing popularity, the ...
Zero-dependency quantitative-finance toolkit in pure TypeScript: VaR/CVaR, Black-Scholes + Greeks, bond duration, risk parity. No dependencies. (TS sibling of the Python purequant) Zero-dependency ...
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