GitHub - Blue-Universe/Time-Series-Analysis-Statistical-Arbitrage: This project used GARCH type models to estimate volatility and used delta hedging method to make a profit. · GitHub

Name		Name	Last commit message	Last commit date
Estimated Volatility		Estimated Volatility
coding		coding
data		data
Introduction		Introduction
Time Series Project.pdf		Time Series Project.pdf

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This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.

delta-hedging garch-models maximum-likelihood-estimation statistical-arbitrage

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