├── .coveragerc ├── .github ├── .keep └── workflows │ └── build.yml ├── .gitignore ├── .pre-commit-config.yaml ├── Pipfile ├── Pipfile.lock ├── README.md ├── bitmex_bitcoin_futures.pdf ├── final_project.ipynb ├── final_project ├── __init__.py ├── __main__.py └── utils.py ├── funding_rates.png ├── futures_volume.png ├── html └── .keep ├── optimal_hedging_bitcoin_perpetual_futures.pdf ├── pitch_deck.pdf ├── pytest.ini ├── strategy_run.png ├── submit.py └── tests ├── __init__.py ├── df_ticks.csv └── test_pset.py /.coveragerc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/.coveragerc -------------------------------------------------------------------------------- /.github/.keep: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /.github/workflows/build.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/.github/workflows/build.yml -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/.gitignore -------------------------------------------------------------------------------- /.pre-commit-config.yaml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/.pre-commit-config.yaml -------------------------------------------------------------------------------- /Pipfile: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/Pipfile -------------------------------------------------------------------------------- /Pipfile.lock: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/Pipfile.lock -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/README.md -------------------------------------------------------------------------------- /bitmex_bitcoin_futures.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/bitmex_bitcoin_futures.pdf -------------------------------------------------------------------------------- /final_project.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/final_project.ipynb -------------------------------------------------------------------------------- /final_project/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /final_project/__main__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/final_project/__main__.py -------------------------------------------------------------------------------- /final_project/utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/final_project/utils.py -------------------------------------------------------------------------------- /funding_rates.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/funding_rates.png -------------------------------------------------------------------------------- /futures_volume.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/futures_volume.png -------------------------------------------------------------------------------- /html/.keep: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /optimal_hedging_bitcoin_perpetual_futures.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/optimal_hedging_bitcoin_perpetual_futures.pdf -------------------------------------------------------------------------------- /pitch_deck.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/pitch_deck.pdf -------------------------------------------------------------------------------- /pytest.ini: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/pytest.ini -------------------------------------------------------------------------------- /strategy_run.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/strategy_run.png -------------------------------------------------------------------------------- /submit.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/submit.py -------------------------------------------------------------------------------- /tests/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /tests/df_ticks.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/tests/df_ticks.csv -------------------------------------------------------------------------------- /tests/test_pset.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/CalebEverett/finm33150-final-project/HEAD/tests/test_pset.py --------------------------------------------------------------------------------