Welcome to the quant-papers repository! This repository serves as a catalog of all the quantitative projects I have undertaken, ranging from finance-related projects in the stock market domain to potential explorations in other quantitative areas. The primary goal of this repository is to showcase my work in exploring various quantitative models, testing methodologies, and backtesting techniques.
The quant-papers repository is a collection of projects that demonstrate my passion for quantitative analysis and modeling. It provides an overview of the different projects I have completed thus far. Currently they are all in separate jupyter notebooks.
The repository includes a diverse range of quantitative projects, covering topics such as time series analysis, clustering algorithms, portfolio optimization algorithms, and more. These projects are designed to provide insights into market behavior, identify patterns, and develop effective strategies. As I continue to explore new models and methodologies, the repository will expand to include a broader range of quantitative projects.
Feel free to explore the projects in this repository and review the associated code and documentation. While the projects are provided for reference and learning purposes, please note that they may not always be actively maintained or updated. However, your feedback, suggestions, and contributions are always welcome. If you discover any issues, have ideas for improvements, or would like to contribute to new projects, you can create a pull request with your proposed changes.
At USC, I discovered a deep-seated passion for finance and entrepreneurship, which led me to participate extensively in student-led venture capital activities. This engagement was instrumental in founding the Trojan Venture Society, an initiative aimed at demystifying venture capital for students. We focused on guiding students in identifying promising investments and offering a curriculum, co-designed with a USC alum who had already begun making her mark in the realm of VC.
While studying business administration at USC Marshall, I witnessed the rise and fall of market bubbles from 2021 to 2022. This real-world observation, along with an understanding of how emotions like fear and greed can bias decisions in finance and deal-making, reinforced the importance of technical skills. It motivated me to broaden both my academic and professional perspectives and compelled my pivot into the world of programming.
Ray Dalio's "Principles" offered a valuable nugget of insight - the power of integrating algorithmic processes with intuition for effective problem-solving. Encouraged by this perspective, I switched gears entirely and began teaching myself programming in January 2023, to add a more quantitative lens to decision-making processes.
I acknowledge that this represents a considerable shift from my previous endeavors in VC, but I'm eager to compensate for this through the depth and breadth of my explorative projects. I also acknowledge the limitations of being self-taught, but I work every day to fill in the gaps and overcome my lack of formal programming education through the projects I carry out.
Over the past six months, I've dedicated the better part of each day to coding, harnessing it as a tool for quantitative analysis that will help me become more methodical and nuanced in my outlook and decision-making. My aim is to develop the deliberation and statistical rigor needed to become a successful investor.
I invite you to explore the quant-papers repository, where I document my journey of blending programming, quantitative models, and intuition to unearth insights and design effective strategies.
Thank you for visiting the quant-papers repository. I hope you find it informative and inspiring. If you have any questions or comments, please feel free to reach out to me at aungsi.as99@gmail.com!
Aung Si