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  1. Momentum-Trading Momentum-Trading Public

    Statistical test to conclude alpha in a momentum strategy

    Jupyter Notebook

  2. Breakout-Strategy Breakout-Strategy Public

    Found and removed any outliers to implement a breakout strategy.

    Jupyter Notebook

  3. alpha-research-and-multi-factor-model alpha-research-and-multi-factor-model Public

    Portfolio Optimization

    Jupyter Notebook 1 1

  4. smart_beta_and_portfolio_optimization smart_beta_and_portfolio_optimization Public

    A portfolio that closely tracks an index, while minimizing the portfolio variance

    HTML 1

  5. nlp_on_financial_statements nlp_on_financial_statements Public

    natural language processing on 10-k financial documents

    Jupyter Notebook 1