Santa Clara Quant

Our Projects

Interactive Options Pricing Model

Interactive Options Pricing Model

Developed a Black-Scholes model for pricing European options with adjustments for changes in volatility and market conditions.

Double Moving Average Strategy

Double Moving Average Strategy

Implemented a moved-average crossovers strategy using R to better returns and reduce risk on an equity.

Arbitrage Sports Betting Algorithm

Arbitrage Sports Betting Algorithm

Designed a web scraping and betting strategy using odds from multiple books and statistical arbitrage.