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1. reflection_theorem_option_pricing reflection_theorem_option_pricing Public

   Some old notes on a probabilistic framework for pricing options using the reflection principle of a Wiener process to model exercise probability during an (American) option's lifetime.

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2. usa_asset_class_returns_and_correlations_last_100_years usa_asset_class_returns_and_correlations_last_100_years Public

   A brief analysis on asset class returns and correlations (yearly) over the last 100ish years. Hopefully it's useful to you!

3. sp500_premarket_activity_to_intraday_return_analysis sp500_premarket_activity_to_intraday_return_analysis Public

   An old project of mine of whether pre-market price movements in S&P 500 stocks predict intraday (open-to-close) returns. Short answer: not in any practically useful way.

4. afl-rain-effect-on-scores afl-rain-effect-on-scores Public

   Showing that, statistically, rainfall reduces the average total match points by 8.9 during AFL matches

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5. falkwiegmann falkwiegmann Public