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cfb8b9d3b9
Feature engineering analysis on CH electricity price data
option_pricing_structure
ddoebel
2026-04-15 12:22:46 +02:00
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9e9eef21a5
Merge branch 'option_pricing_structure' of http://ddoebel.de:3000/ddoebel/pricing into dev
ddoebel
2026-04-15 11:48:27 +02:00
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b2427eaf9d
Notebook exploring UBS data
ddoebel
2026-04-15 11:43:37 +02:00
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1dd5d8657a
Ignore local Python and notebook metadata.
ddoebel
2026-04-15 11:40:31 +02:00
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73641b7e5b
Add electricity price ingestion and feature pipeline.
ddoebel
2026-04-15 11:40:14 +02:00
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0174a9b38c
Update README.md
main
ddoebel
2026-04-02 23:02:39 +00:00
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edda985fc1
Update README.md
ddoebel
2026-04-02 15:50:18 +00:00
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23a28c6776
Add repository root package marker.
David Doebel
2026-04-02 16:31:07 +02:00
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3dacc0a418
Add publication-ready documentation and reproducible experiment package.
David Doebel
2026-04-02 16:30:56 +02:00
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b3663258e4
Replace hardcoded DB credentials with environment-driven configuration.
David Doebel
2026-04-02 16:30:50 +02:00
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e9b3a4aac3
Add Python implied-volatility package and data analysis pipeline.
David Doebel
2026-04-02 16:30:43 +02:00
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087a2f0d74
Restructure C++ core into cpp module and package bindings.
David Doebel
2026-04-02 16:30:33 +02:00
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61df0b425d
Ingestion for UBS data draft
David Doebel
2026-03-25 21:54:05 +01:00
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ff30a3e1ce
Add __init__.py files
David
2026-03-25 20:30:01 +01:00
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5008becd15
Write first data ingestion and SQL support
David Doebel
2026-03-12 14:50:47 +01:00
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a503514bf5
Write first data ingestion and SQL support
David Doebel
2026-03-12 13:43:35 +01:00
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f98de4d0a3
Adapt Yield Curve and Volatility Surface and Market Data, to be better compatible with unit test.
David Doebel
2026-03-12 12:10:13 +01:00
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08298439ea
Create option pricing engine structure, test architecture.
David Doebel
2026-03-08 10:15:23 +01:00
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1c61e664b3
Add book repo
David Doebel
2026-03-05 14:14:20 +01:00
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07223a8040
Update project directory structure
David Doebel
2026-03-04 15:01:31 +01:00
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04725b27d9
Add Analytics and requirements
David Doebel
2026-03-04 00:44:52 +01:00
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15a20fc965
Create core structure
David Doebel
2026-03-03 23:33:32 +01:00
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183cab36bd
Initial commit
ddoebel
2026-03-03 21:52:20 +00:00