Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

C++ code for "A Faster Drop-in Implementation for Leaf-wise Exact Greedy Induction of Decision Tree Using Pre-sorted Deque"

Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.

Parameter Optimization for Lean Algorithms

Quantitative Strategic Asset Allocation, easy for you.

Python notes on finance

Stock Market Analysis

analyze financial data using python: numpy, pandas, etc.

Design your own Trading Strategy

Tori (Trend- & oversell-based rebalancing instruction) is an n-m MA BIAS based tools to improve portfolio performance by monthly rebalance

Investment strategy on NAFTRAC, which is an ETF (Exchanged Traded Fund), which replicates the index of the Mexican Stock Exchange

A student Investment portfolio web app built with various optimization techniques and screening parameters from core finance

Sharpe ratio portfolio maximization by way of quadratic programming.

Using Monte-Carlo simulation in order to find the optimal portfolio weights according to several criteras (Sharpe ratio, max drawdown, mean-variance).

An analysis of the risk and returns of the NASDAQ companies and sectors

Simple trading bot algorithms based on Sharpe ratio and Moving Average

A simple example for calculating the Sharpe Ratio

Analysing monte-carlo portfolios with modern portfolio theory

Analyzing the performance of sustainable mutual funds compared to the performance S&P 500. Is there a price to be paid for sustainable investing?

Data Science Case Studies

This Repository contains functions to replicate Ledoit and Wolf (2008), Ledoit and Wolf (2011), and Ledoit and Wolf (2018).

Columbia FinTech Boot Camp Homework - Program that leverages Python and Pandas to analyze and compare historical performance of several investment portfolios.