Carlos Castro

Short Bio

Research

Teaching

Outside Activities

Finance

Jupyter Notebooks

Jupyter Notebooks

• Synthetic portfolio / matching for event studies in finance
• Realized GARCH for S&P 500
• Segmented Nelson and Siegel model for the Term Structure of interest rates
• Visualizing intraday data for Ecopetrol stock at BVC
• Visualizing volatility and jump activity for Ecopetrol stock at BVC
• Example API Quandl (Nasdaq Link)
• Example API The Graph Protocol