Quantitative Finance Portfolio

Author: Francis Ikenye Focus: Statistical Arbitrage, Risk Modelling, and Derivatives Pricing.

📂 Project Index

Event_Study_US_Defense.ipynb: Tested the Efficient Market Hypothesis (EMH) by analyzing price action in defense stocks (Lockheed, Raytheon) pre/post geopolitical conflicts. Calculated Cumulative Abnormal Returns (CAR).
Sector_Bubble_Analysis_AI.ipynb: A Monte Carlo engine stress-testing the AI sector. Models "Bubble Burst" scenarios using doubled volatility regimes and fat-tailed distributions.

Black_Scholes_Pricing.ipynb: Implementation of the Black-Scholes PDE for European Options. Includes dynamic calculation of Greeks (Delta, Gamma, Vega) for hedging simulations.
Martingale_Test.ipynb: A statistical simulation proving the impossibility of winning a fair game using Martingale betting strategies (Optional Stopping Theorem).

Stock_Trend_Prediction.ipynb: Comparative analysis of Linear Regression vs. XGBoost for directional forecasting on blue-chip equities.

Name		Name	Last commit message	Last commit date
Latest commit History 11 Commits
Black_Scholes.ipynb		Black_Scholes.ipynb
Event_Study_US_Defense.ipynb		Event_Study_US_Defense.ipynb
Martingale_test.ipynb		Martingale_test.ipynb
Monte_Carlo_Blackjack_Sim.ipynb		Monte_Carlo_Blackjack_Sim.ipynb
README.md		README.md
Sector_Bubble_Analysis_AI.ipynb		Sector_Bubble_Analysis_AI.ipynb
Stock_Trend_Prediction_XGBoost.ipynb		Stock_Trend_Prediction_XGBoost.ipynb