Modeling Tokenized Treasury Futures Contracts US Treasury Bond futures and options are deeply liquid and efficient tools for hedging interest rate risk, potentially enhancing income, adjusting portfolio duration, interest rate speculation and spread trading. Tokenized treasuries are a soaring topic this past year due to the increase in Crypto money...

Modeling a Callable Bond using QuantLib and Singleton Design Patterns A callable bond can also be viewed as a redeemable bond, meaning that the issuer can can redeem before it reaches maturity date. Another to look at this is as an American option. While European options do not let the...

Using QuantConnect to model a Mean Reversion trading strategy for cyclical stocks.