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  1. SABR_Volatility_Arbitrage SABR_Volatility_Arbitrage Public

    A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model

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    Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading

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    A general backtest system for alpha trading strategy

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    Pricing a down-and-out call option with moving barrier in PDE method to calculate the default probability of Dentsply Sirona Inc.

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