Aspiring Trader · UChicago
Henry
Felgenhauer
M.S. Financial Mathematics candidate at the University of Chicago, building quantitative tools at the intersection of statistics and markets.
Projects
Options Chain
Stock PDF Generator
Derives the market-implied probability distribution from live option chains using bear call spreads and bull put spreads to build a complete CDF — capturing the full options market sentiment of the underlying stock.
yfinance
matplotlib
scipy
Analytical Pricing
Options Price Calculator
Estimates theoretical option value using 5 years of historical price data to derive implied volatility. Builds a CLT-based normal distribution over your chosen time horizon, then integrates over the payoff structure.
numpy
pandas
Black-Scholes