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  • Joined Sep 12, 2026

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  1. LTCM-delta-vega-hedging LTCM-delta-vega-hedging Public

    Python analysis of delta and vega hedging for a stylised LTCM short-option strategy during the 1998 crisis.

    Jupyter Notebook

  2. Fairfax-guard-collar-analysis Fairfax-guard-collar-analysis Public

    Excel and Python replication of a monthly S&P 500 collar strategy, including transaction-cost sensitivities and due-diligence analysis.

    Jupyter Notebook