QuantConnect
Add new tutorial for multi-currencies arbitrage using Bellman-Ford Algorithm
Description
Adding docs for the calculation of local volatility model
Related Issue
N/A
Motivation and Context
tutorial for new members (in particular with heavy Math background)
Types of changes
- [ ] Bug fix (non-breaking change which fixes an issue)
- [ ] Refactor (non-breaking change which improves implementation)
- [ ] New feature (non-breaking change which adds functionality)
- [x] Non-functional change (xml comments/documentation/etc)
Checklist:
- [x] My code follows the code style of this project.
- [x] I have read the CONTRIBUTING document.
- [x] My branch follows the naming convention bug-<issue#>-
or feature-<issue#>-
Thank you for the commits! Looks great and technical. Leaving a few comments above. BTW I think Local_Stochastic_Volatility_Model.ipynb is in a wrong location. Please put it into the folder like the others.
For capital_structure_arbitrage.ipynb, it is a piece of information with math formula development right? So maybe you can change it into a .md file with latex to type in the formula.
Hey Louis,
I really appreciate your feedback! I’ll fix in the upcoming days!
Regards, Attilio
Il giorno mer 10 apr 2024 alle 09:37 Louis Szeto @.***> ha scritto:
For capital_structure_arbitrage.ipynb https://github.com/QuantConnect/Research/pull/48/files#diff-08b49dd48eccf2d3c59f3964a4d76f594d1a630a7c0065c885e8a133e00c5e1a, it is a piece of information with math formula development right? So maybe you can change it into a .md file with latex to type in the formula.
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Hey,
capital_structure_arbitrage.ipynb https://github.com/QuantConnect/Research/pull/48/files#diff-08b49dd48eccf2d3c59f3964a4d76f594d1a630a7c0065c885e8a133e00c5e1a is actually a notebook with python code and math formula, so it's not possible to make a single .md file.
Regards, Attilio
Il giorno mer 10 apr 2024 alle ore 09:37 Louis Szeto < @.***> ha scritto:
For capital_structure_arbitrage.ipynb https://github.com/QuantConnect/Research/pull/48/files#diff-08b49dd48eccf2d3c59f3964a4d76f594d1a630a7c0065c885e8a133e00c5e1a, it is a piece of information with math formula development right? So maybe you can change it into a .md file with latex to type in the formula.
— Reply to this email directly, view it on GitHub https://github.com/QuantConnect/Research/pull/48#issuecomment-2046745798, or unsubscribe https://github.com/notifications/unsubscribe-auth/AQXFNSPPXX5KLJWF44BTRF3Y4TT27AVCNFSM6AAAAAAYRISIHGVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDANBWG42DKNZZHA . You are receiving this because you authored the thread.Message ID: @.***>
Hey Louis,
what's the correct folder?
Regards, Attilio
Il giorno mer 10 apr 2024 alle ore 09:35 Louis Szeto < @.***> ha scritto:
Thank you for the commits! Looks great and technical. Leaving a few comments above. BTW I think Local_Stochastic_Volatility_Model.ipynb https://github.com/QuantConnect/Research/pull/48/files/33eaadb7717742e7ad3df123d561c0be4ea85900#diff-b621b661217f0674a1c2e11a56f70a8b1465dc8e2a4e4fc63e4b4528f462a109 is in a wrong location. Please put it into the folder like the others.
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@leo-ai-for-trading Local_Stochastic_Volatility_Model.ipynb This notebook should be placed in the same folder as the others.