This repository contains projects for the course offered in Spring 2018 at the University of St. Gallen (HSG). The two contributors are Corinne and Simon.
Implements the option pricing method developed by Fang & Oosterlee, 2008.
Describes the setup of a personal data server from scratch (using DigitalOcean) and documents how we used Quandl to pull millions of futures data points to an SQL database on the server with only a few lines of python code.
You can either download this repository via the green Clone or Download button at the top of the page; or use git from your local terminal via
git clone https://github.com/CorinneKnoe/ANMADA.git
(downloads this repository into the location of your terminal session).
With Anaconda we recommend the widely used and powerful package manager for python that also includes Jupyter Notebooks (which are needed to run the code above locally). You can download the installer for Python 3.6 here.
Navigate to the ANMADA directory in your terminal and type:
jupyter notebook
This opens a new browser window and shows the files in the directory. Simply click on the .ipynb files to open them. You should now be able to explore and run the python code locally.