GitHub repository: yogesh-girmal/RIT-Volatility-Trading-Model
Primary language: Python
Created: 2024-02-14T17:03:13Z
Description: Building a model to forecast the future volatility of the underlying ETF based on known information and given forecast ranges. Participants should use this model with an options pricing model to determine whether the market prices for options are overvalued or undervalued. They should then trade the specific options accordingly.