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Join date: Oct 9, 2023
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https://www.linkedin.com/in/morgan-price-186333185/
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First Name
Morgan
Last Name
Price
Posts (4)
Oct 24, 2023 ∙ 3 min
Black-Scholes Formula as a VBA Function in Excel
The Black-Scholes option pricing model, considering dividends and including associated Greeks, is presented in VBA for excel.
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Oct 24, 2023 ∙ 7 min
Asset Allocation in a Post-Modern Portfolio Theory World Part 1: The Single Layer TAARP ML Model
This model has you specify some mix of underlying assets you want exposure to and outputs a recommendation of optimal portfolio weighting.
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2
Oct 16, 2023 ∙ 14 min
Applications of Artificial Intelligence Models to Time-Series Data | Systematic Investing
An extremely simple deep learning model applied to developing a trading strategy on the VIX Futures products. Completely built in Excel.
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