William Carpenter
Thanks for stopping by! I work full time in the mortgage-backed securities industry and have a side passion for programming and visual arts.
Projects
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MMA Betting Model
FOCUS
Data-driven, sports wagering model for MMA (mixed-martial-arts) contests.
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Interest Rate Models
NEW
Python method to create a Ho-Lee binomial rate model for fixed income security pricing (caps, swaps, bonds, etc.)
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Z-Spread for Fixed Income
NEW
Python methods for bootstrapping a spot rate curve and calculating Z-spread for fixed income securities.
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Pythonic-Poker
FOCUS
Implementing a poker game engine and strategy in Python.
Blog
- 2024-04-08» Z Spread Post
- 2024-02-24» Interest Rate Model
- 2021-03-04» Soopr
- 2021-01-08» Code
- 2020-07-09» Post Example With Headings And Toc
- 2020-07-08» Very Very Very Long Title And Very Very Very Short Content
- 2020-07-08» Language Tests
- 2020-07-07» Overview Post