Matteo Bottacini's Projects
Role of Airdrops in Price Formation, case study of $OMG and $CREAM
European option pricing, Black and Scholes Model
This project is to perform some analytics in the Cryptocurrency market as a practical assessment.
This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu remote server with the implementation of Python3, Shell and SQLite and are then analyzed locally with Python3.
Version control for databases: save, restore, and archive snapshots of your database from the command line
Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Specify and fit GARCH models to forecast time-varying volatility and value-at-risk.
Assessing the regression problem providing a linear model and a non-linear model.
Implementation of a multi-class classifier to identify the subject of images (airplane, automobile and bird) from CIFAR-10 data set.
Personal reflections on different topics and papers.
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.