# robertmartin8/pvaluation architecture

> Architecture diagram of the GitHub repository robertmartin8/pvaluation, generated by GitDiagram from its file tree, README and a sample of source files (last updated 2026-11-10). It is an AI-made overview: check details against the source.

- Interactive diagram: https://gitdiagram.com/robertmartin8/pvaluation
- Repository: https://github.com/robertmartin8/pvaluation

## Overview

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: [`MarketImpliedSurfaces/MarketImpliedSurfaces2.ipynb`](https://github.com/robertmartin8/pvaluation/blob/master/MarketImpliedSurfaces/MarketImpliedSurfaces2.ipynb) (Market-implied surfaces), [`ProbabilisticValuation/OptionImpliedPDF.ipynb`](https://github.com/robertmartin8/pvaluation/blob/master/ProbabilisticValuation/OptionImpliedPDF.ipynb) (Option-implied PDF), [`MarketImpliedSurfaces/SPY_Corona_v1.ipynb`](https://github.com/robertmartin8/pvaluation/blob/master/MarketImpliedSurfaces/SPY_Corona_v1.ipynb) (COVID expectations), [`OilTankers/DHT_tankersv2.ipynb`](https://github.com/robertmartin8/pvaluation/blob/master/OilTankers/DHT_tankersv2.ipynb) (DHT analysis)

## Diagram (Mermaid)

```mermaid
flowchart TD

subgraph group_options["Option analysis"]
  node_option_pdf["Option-implied PDF"]
  node_option_data["Option data"]
end

subgraph group_surfaces["Market surfaces"]
  node_surface_model["Market-implied surfaces"]
  node_corona_model["COVID expectations"]
  node_surface_data["Market surface data"]
end

subgraph group_tankers["Tanker forecasting"]
  node_dht_v1["DHT model v1<br/>[DHT_tankers.xlsx]"]
  node_dht_v2["DHT model v2"]
  node_dht_notebook["DHT analysis"]
  node_dht_twitter_data["Captured feed data"]
end

subgraph group_valuation["Probabilistic valuation"]
  node_dcf["Convex DCF analysis<br/>[ConvexDCFs.ipynb]"]
end

node_analyst(("Research analyst"))
node_twitter_feed(("TankersInternational feed"))
node_futures_curve(("Oil futures curve"))

node_analyst -->|"runs analysis"| node_option_pdf
node_option_data -->|"informs distribution"| node_option_pdf
node_analyst -->|"runs analysis"| node_surface_model
node_surface_model -.->|"visualizes expectations"| node_corona_model
node_analyst -->|"runs analysis"| node_corona_model
node_futures_curve -->|"estimates charter rates"| node_dht_v1
node_analyst -->|"runs analysis"| node_dht_notebook
node_twitter_feed -->|"pulls charter data"| node_dht_notebook
node_analyst -.->|"runs analysis"| node_dcf

click node_option_pdf "https://github.com/robertmartin8/pvaluation/blob/master/ProbabilisticValuation/OptionImpliedPDF.ipynb"
click node_option_data "https://github.com/robertmartin8/pvaluation/blob/master/ProbabilisticValuation/SPY_191020exp_290920.xlsx"
click node_surface_model "https://github.com/robertmartin8/pvaluation/blob/master/MarketImpliedSurfaces/MarketImpliedSurfaces2.ipynb"
click node_corona_model "https://github.com/robertmartin8/pvaluation/blob/master/MarketImpliedSurfaces/SPY_Corona_v1.ipynb"
click node_surface_data "https://github.com/robertmartin8/pvaluation/tree/master/MarketImpliedSurfaces/data"
click node_dht_v1 "https://github.com/robertmartin8/pvaluation/blob/master/OilTankers/DHT_tankers.xlsx"
click node_dht_v2 "https://github.com/robertmartin8/pvaluation/blob/master/OilTankers/DHT_tankers_v2.xlsx"
click node_dht_notebook "https://github.com/robertmartin8/pvaluation/blob/master/OilTankers/DHT_tankersv2.ipynb"
click node_dht_twitter_data "https://github.com/robertmartin8/pvaluation/blob/master/OilTankers/dht_twitter_raw.pickle"
click node_dcf "https://github.com/robertmartin8/pvaluation/blob/master/ProbabilisticValuation/ConvexDCFs.ipynb"

classDef toneNeutral fill:#f8fafc,stroke:#334155,stroke-width:1.5px,color:#0f172a
classDef toneBlue fill:#dbeafe,stroke:#2563eb,stroke-width:1.5px,color:#172554
classDef toneAmber fill:#fef3c7,stroke:#d97706,stroke-width:1.5px,color:#78350f
classDef toneMint fill:#dcfce7,stroke:#16a34a,stroke-width:1.5px,color:#14532d
classDef toneRose fill:#ffe4e6,stroke:#e11d48,stroke-width:1.5px,color:#881337
classDef toneIndigo fill:#e0e7ff,stroke:#4f46e5,stroke-width:1.5px,color:#312e81
classDef toneTeal fill:#ccfbf1,stroke:#0f766e,stroke-width:1.5px,color:#134e4a
class node_option_pdf,node_option_data toneBlue
class node_surface_model,node_corona_model,node_surface_data toneAmber
class node_dht_v1,node_dht_v2,node_dht_notebook,node_dht_twitter_data toneMint
class node_dcf toneRose
class node_analyst,node_twitter_feed,node_futures_curve toneIndigo
```

## Components

### Option analysis

- [Option-implied PDF](https://github.com/robertmartin8/pvaluation/blob/master/ProbabilisticValuation/OptionImpliedPDF.ipynb): `ProbabilisticValuation/OptionImpliedPDF.ipynb`
- [Option data](https://github.com/robertmartin8/pvaluation/blob/master/ProbabilisticValuation/SPY_191020exp_290920.xlsx): `ProbabilisticValuation/SPY_191020exp_290920.xlsx`

### Market surfaces

- [Market-implied surfaces](https://github.com/robertmartin8/pvaluation/blob/master/MarketImpliedSurfaces/MarketImpliedSurfaces2.ipynb): `MarketImpliedSurfaces/MarketImpliedSurfaces2.ipynb`
- [COVID expectations](https://github.com/robertmartin8/pvaluation/blob/master/MarketImpliedSurfaces/SPY_Corona_v1.ipynb): `MarketImpliedSurfaces/SPY_Corona_v1.ipynb`
- [Market surface data](https://github.com/robertmartin8/pvaluation/tree/master/MarketImpliedSurfaces/data): `MarketImpliedSurfaces/data`

### Tanker forecasting

- [DHT model v1](https://github.com/robertmartin8/pvaluation/blob/master/OilTankers/DHT_tankers.xlsx): `OilTankers/DHT_tankers.xlsx`
- [DHT model v2](https://github.com/robertmartin8/pvaluation/blob/master/OilTankers/DHT_tankers_v2.xlsx): `OilTankers/DHT_tankers_v2.xlsx`
- [DHT analysis](https://github.com/robertmartin8/pvaluation/blob/master/OilTankers/DHT_tankersv2.ipynb): `OilTankers/DHT_tankersv2.ipynb`
- [Captured feed data](https://github.com/robertmartin8/pvaluation/blob/master/OilTankers/dht_twitter_raw.pickle): `OilTankers/dht_twitter_raw.pickle`

### Probabilistic valuation

- [Convex DCF analysis](https://github.com/robertmartin8/pvaluation/blob/master/ProbabilisticValuation/ConvexDCFs.ipynb): `ProbabilisticValuation/ConvexDCFs.ipynb`

### Other components

- **Research analyst**
- **TankersInternational feed**
- **Oil futures curve**

## Connections

- Research analyst → Option-implied PDF: runs analysis (evidence: `README.md`)
- Option data → Option-implied PDF: informs distribution (evidence: `README.md`)
- Research analyst → Market-implied surfaces: runs analysis (evidence: `README.md`)
- Market-implied surfaces → COVID expectations: visualizes expectations
- Research analyst → COVID expectations: runs analysis (evidence: `README.md`)
- Oil futures curve → DHT model v1: estimates charter rates (evidence: `README.md`)
- Research analyst → DHT analysis: runs analysis (evidence: `README.md`)
- TankersInternational feed → DHT analysis: pulls charter data (evidence: `README.md`)
- Research analyst → Convex DCF analysis: runs analysis