FX DERIVATIVES

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In the summer of 2020, I worked for Oscar Gruss & Son Inc. owned by Makor Capital in New York City as an FX Options Trading Intern for the macro desk. I built a financial analysis tool for the FX Options desk, capable of scraping data from Bloomberg API, and using this to conduct down/topside skew and volatility analysis using Python’s pandas, which is the industry standard library for financial analysis. 

Turn-in Date: September 2020

Data Source: Bloomberg API

Language: Python

You can see a sample page of the product in the picture below, the numerical data tables are omitted to protect client-specific analysis data.

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