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1. factor_analysis factor_analysis Public

   Comparative factor analysis of growth and value funds using Fama-French 3 factor models. This analysis compares two mutual funds which are categorized as growth (T. Rowe Price Institutional Large C…

   Jupyter Notebook 8 7

2. kmeans-portfolio kmeans-portfolio Public

   This is an implementation of independent work done by Karina Marvin (Princeton University). Here is the link for research work :- https://www.cs.princeton.edu/sites/default/files/uploads/karina_mar…

   Jupyter Notebook 3 1

3. pricing-geometric-option pricing-geometric-option Public

   Comparative analysis of geometric asian option pricing models (Black Scholes and Monte Carlo Simulations)

   Jupyter Notebook 1

4. Statistical-Arbitrage Statistical-Arbitrage Public

   Pairs Trading using Augmented Dickey Fuller Test. This widget can be used to find co-integrated pairs of ETFs from all the currently listed Vanguard ETFs (74 ETFs as of 7th October 2017) on a time …

   Jupyter Notebook 7 2

5. newton-method-implied-vol newton-method-implied-vol Public

   This is implementation of Newton Raphson method for finding out Implied Volatility

   Python 5 2

6. kaggle-ecommerce-improvisation kaggle-ecommerce-improvisation Public

   This is a kaggle competition related to Women's E-Commerce Clothing Reviews. I tried improvising the code of runner up's entry using discriminative classifiers and hyperparameter tuning. (Link - ht…

   Jupyter Notebook 1 1