danielalfonsetti / retirement
A repository for retirement and wealth management simulations.
☆14Updated last year
Related projects ⓘ
Alternatives and complementary repositories for retirement
- Portfolio optimization with cvxopt☆15Updated last year
- A pricing program for a whole-life insurance with annuity☆10Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆19Updated 2 years ago
- Value and Momentum Using Machine Learning☆11Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆12Updated last year
- Predicting option prices using Black-Scholes model and deep learning networks☆9Updated 4 years ago
- Tutor step-by-step on how to analyze stock data using the R language.☆16Updated 8 months ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆10Updated 3 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆26Updated 4 years ago
- This repo is for my articles published on Medium.com☆15Updated last year
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆17Updated 5 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 2 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆11Updated 3 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆9Updated 2 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆17Updated last year
- Stocks and options picking. Tries to contain predictive analytics, recommendations, and calculators.☆37Updated last year
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆16Updated 2 years ago
- ☆10Updated 9 years ago
- Algorithmic multi-greek hedges using Python☆18Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 7 years ago
- ☆13Updated last year
- ☆14Updated this week
- Tools for optimizing your wealth!☆11Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- Run hierarchical risk parity algorithms☆18Updated this week
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 4 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆11Updated 3 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆15Updated 4 years ago