How robertmartin8/pvaluation works
pValuation is a research repository of notebook-led quantitative finance analyses, not a reusable software library. Its documented workflows infer price distributions from option prices, visualize growth expectations implied by the S&P 500, and model DHT tanker revenue using futures data or Twitter-sourced charter data. The tree also includes DCF and option-implied-PDF notebooks and associated data files. Notebook internals were not sampled, so edges below reflect README-described relationships rather than verified calls; workbook-to-notebook links are omitted where the README does not establish them.
Main entry points: MarketImpliedSurfaces2.ipynb Market-implied surfaces · OptionImpliedPDF.ipynb Option-implied PDF · SPY_Corona_v1.ipynb COVID expectations · DHT_tankersv2.ipynb DHT analysis
Components 13
Option analysis
- Option-implied PDF
ProbabilisticValuation/OptionImpliedPDF.ipynb - Option data
ProbabilisticValuation/SPY_191020exp_290920.xlsx
Market surfaces
- Market-implied surfaces
MarketImpliedSurfaces/MarketImpliedSurfaces2.ipynb - COVID expectations
MarketImpliedSurfaces/SPY_Corona_v1.ipynb - Market surface data
MarketImpliedSurfaces/data
Tanker forecasting
- DHT model v1
OilTankers/DHT_tankers.xlsx - DHT model v2
OilTankers/DHT_tankers_v2.xlsx - DHT analysis
OilTankers/DHT_tankersv2.ipynb - Captured feed data
OilTankers/dht_twitter_raw.pickle
Probabilistic valuation
- Convex DCF analysis
ProbabilisticValuation/ConvexDCFs.ipynb
Other components
- Research analyst
- TankersInternational feed
- Oil futures curve
Connections 9
- Research analyst → Option-implied PDF: runs analysis
README.md - Option data → Option-implied PDF: informs distribution
README.md - Research analyst → Market-implied surfaces: runs analysis
README.md - Market-implied surfaces → COVID expectations: visualizes expectations
- Research analyst → COVID expectations: runs analysis
README.md - Oil futures curve → DHT model v1: estimates charter rates
README.md - Research analyst → DHT analysis: runs analysis
README.md - TankersInternational feed → DHT analysis: pulls charter data
README.md - Research analyst → Convex DCF analysis: runs analysis