We are a student-led quantitative research group founded in 2024 by mathematics undergraduate students at the University of Bath. We are focused on applying mathematical and statistical concepts to finance and making these topics accessible to non-mathematics students interested in this area.
This project finds the daily price of stocks of interest such as the S&P 500, Dow Jones Industrial Average, NASDAQ, etc and sends an email to the Bath Quant Group mailing list with the daily price as well as the percentage change.
Python implementation of the Binomial Option Pricing Model as a function taking parameters for the initial stock price (S), the strike price (K), time to maturity (T), risk-free rate (r), volatility (sigma), number of steps in the binomial tree (N), and the type of the option (either 'call' or 'put'). The Python notebook also includes tests of the function for common examples.
Loughlin
Co-founder & CTO
Max
Co-founder & CEO
Eldho
Head of Research