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  1. Risk_Parity_Strategy Risk_Parity_Strategy Public

    I explore risk parity strategy and optimize it using macroeconomics factors (like inflation, GDP, Rates, VIX,...) through ML techniques

    Python 1

  2. Algorithmic-Trading Algorithmic-Trading Public

    Set up a range trading algorithm for FX

    Python

  3. Black-Sholes-pricing-_-Implied-volatility Black-Sholes-pricing-_-Implied-volatility Public

    Black-scholes, price Implied volatility (Newton-Raphson Method), MonteCarlo Simulation, Interest rate model

    Python

  4. Economic-News Economic-News Public

    Weekly summary of economic news with personal comments

  5. Market-analysis-Portfolio-Optimization Market-analysis-Portfolio-Optimization Public

    Create Excel File to find efficient frontier and optimal portfolio allocation

    Python

  6. Value-at-risk-and-CVAR Value-at-risk-and-CVAR Public

    Compute VAR and CVAR/Expected Shortfall

    Python