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1. monte-carlo-var monte-carlo-var Public

   Monte Carlo simulation in Python that generates 1000 probable future stock prices and computes the averaged Monte Carlo VaR (value-at-risk) for a given stock

   Jupyter Notebook 6

2. asset-pricing asset-pricing Public

   Python script that generates various asset pricing models (CAPM, Fama-French 3-factor & Fama-French 5-factor) for a given stock.

   Jupyter Notebook 4 3

3. machine-learning-prediction machine-learning-prediction Public

   Machine learning algorithm in Python that predicts a stock’s future price pattern based on historical data

   Jupyter Notebook 1

4. markowitz markowitz Public

   Python script that takes stocks in a portfolio and outputs the two Markowitz portfolios on the efficient frontier: Max Sharpe Ratio (MSR) portfolio allocation and Global Minimum Volatility (GMV) po…

   Jupyter Notebook 1 1

5. option-pricing option-pricing Public

   Python script that implements the Black-Scholes call option pricing model to generate the profit per share given various strike prices and expiry prices.

   Jupyter Notebook 1

6. stock-analysis stock-analysis Public

   Python script that imports historical data of various stocks, generates statistical measures of stock return data (ex. volatility, skew, kurtosis), plots a correlation heat map of the stocks' retur…

   Jupyter Notebook 3 1