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  1. IAQF-2024-Submission IAQF-2024-Submission Public

    This repository contains the final submission paper and the code for VIX trading strategy for the IAQF 2024 competition

    Jupyter Notebook 3

  2. Investing-in-Hierarchical-PCA-Factor-Portfolios Investing-in-Hierarchical-PCA-Factor-Portfolios Public

    This repository contains the full code and the writeup for creating Hierarchical PCA factor portfolios using dynamic clustering and benchmarking them against static HPCA and market.

    Jupyter Notebook

  3. Prediction-of-DJIA-crashes-using-Machine-Learning Prediction-of-DJIA-crashes-using-Machine-Learning Public

    This repository contains the code and final presentation for identifying periods of imminent danger in the Dow Jones Index

    Jupyter Notebook

  4. Computational-Finance-Projects Computational-Finance-Projects Public

    This repository contains the implementation of computational methods used in finance to price different kinds of derivative securities

    Jupyter Notebook

  5. Quantitative-Asset-Manangement Quantitative-Asset-Manangement Public

    This repository contains replication of some of the famous investment strategy replication

    Python