jojo142 / QuantPortfolio
My quant portfolio leverages quantitative finance and data-driven insights to optimize investment strategies. Using advanced models, statistical analysis, and machine learning, I develop systematic trading strategies to capitalize on market inefficiencies and generate alpha.
☆19Updated last year
Alternatives and similar repositories for QuantPortfolio:
Users that are interested in QuantPortfolio are comparing it to the libraries listed below
- A financial trading method using machine learning.☆59Updated last year
- Dynamic portfolio optimization☆19Updated last year
- Portfolio optimization with cvxopt☆37Updated last week
- WQU capstone project - short term currency trading strategy utilizing machine learning☆10Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 4 years ago
- Implements different approaches to tactical and strategic asset allocation☆29Updated last month
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆24Updated last year
- ☆57Updated last year
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆27Updated 3 years ago
- ☆35Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆26Updated 4 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Mean Reversion Trading Strategy☆20Updated 3 years ago
- Developing a trend following model using futures☆31Updated last year
- ☆19Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- Dispersion Trading using Options☆31Updated 7 years ago
- Design your own Trading Strategy☆36Updated 11 months ago
- Different quantitative trading models research☆53Updated last month
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆18Updated 2 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆50Updated 3 years ago
- ☆20Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 3 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆21Updated 4 years ago