This project, from the University of St. Gallen, explores volatility indices, focusing on VSTOXX and MSCI World calculations using Python, and volatility derivatives modeling with R. It includes tools for financial analysis and trading strategies, referencing key literature.
Visualization of MSCI indices
This repository includes the scripts to replicate results of my paper entitled "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices".
Add a description, image, and links to the msci topic page so that developers can more easily learn about it.
To associate your repository with the msci topic, visit your repo's landing page and select "manage topics."