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  1. Monte-Carlo-Option-Pricing-on-a-SLURM-Cluster Monte-Carlo-Option-Pricing-on-a-SLURM-Cluster Public

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  2. SimpleBloomberg SimpleBloomberg Public

    A simple wrapper for the Bloomberg Terminal API.

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  3. GUH-Associated-Wealth GUH-Associated-Wealth Public

    Calculates individualized portfolio returns for fake investors in a mock mutual fund project I made.

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  5. VaR-Model VaR-Model Public

    Calculates VaR & CVaR of a stock portfolio using historical VaR, Parametric VaR, and Monte-Carlo simulation, comparing their results

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  6. Trading-Algorithm-Optimization-for-ARIMA-Prediction-Models Trading-Algorithm-Optimization-for-ARIMA-Prediction-Models Public

    Implemented an ARIMA model from Adebiyi, Adewumi, and Ayoa (2014) into a trading algorithm generating a small annual return without tax or transaction fees, optimizing its parameters with a customi…

    Jupyter Notebook 1