Describes how to setup the development tools required to compile and run the code from GitHub.
Shows how to download the Java code from GitHub, compile configure and run in IntelliJ. Introduces the mathematical modelling of stock price movements, more in the next tutorials.
How one can get from observed movements of stock prices to the geometric Brownian motion stochastic differential equation.
Way to compute average value of an option by simulating the distribution of stock prices.
Theoretical foundation for arbitraging options using a rebalanced portfolio of stocks and practical (simulated) experiment to see how it works.
Presents where to get historical market data for stocks and options, for free or a paid subscription and how to import it into the Aquarians database.
Shows how to check the data for errors and what to look for to ensure it passes correctness checks. Presents an algorithm to eliminate invalid prices, rendering a virtualy unusable data feed into a sane one, ready to be used on backtesting trading strategies.