Rough Volatility & Fractional Models with Python: From fBM to the Hurst Driven Trading Edge: Modeling Roughness, Extracting Signals, and Building Systematic Systems

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Rough Volatility & Fractional Models with Python: From fBM to the Hurst Driven Trading Edge: Modeling Roughness, Extracting Signals, and Building Systematic Systems

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Rough Volatility & Fractional Models with Python: From fBM to the Hurst-Driven Trading Edge: Modeling Volatility Roughness, Extracting Fractional Signals, and Building Systematic Trading Systems