There was already a repository related to the code associated to my forthcoming book Algorithmic Differentiation in Finance Explained. The repository is:
I have made public a second repository, called analysis. The idea of the repository is to share analysis of financial situations by quantitative methods. Instead of simply reporting the description of the results through my blog, I will also made the code of the analysis publicly available when it make sense.
The new repository is available at
The first code is the one used in the Imaginary Butterfly blog post.
As usual, comments are welcome.