This repository contains code examples supplementing the paper titled "Machine Learning, Regression, and Optimization".

Boost investment returns with PyInvestor: Python-based tool for optimized stock allocation.

Risk-return analysis with mean-variance method

Repo with 3 years of my code for Wharton Global High School Investment Competition

Script for portfolio management

A mini-lab for visualizing portfolio optimization and the 'Efficient Frontier'

A python application, that demonstrates optimizing a portfolio using machine learning.

Business case (SQL): Revenue optimization for a multinational wholesaler

Presentación de mi TFM titulado "Aplicación de redes neuronales artificiales y programación cuadrática en la gestión de carteras"

Thesis of my masters in Data Science. This project implements a deep learning framework applied to stock portfolio management. Using the top 20 stocks of FTSE (Financial Times Stock Exchange) top 100 by market share.

Excel/Python application of stochastic methods for financial analysis

This repository displays my work in finance and economics datascience for future employers and collaborators.

This repository contains a folder with an investment challenge portfolio update application and a folder of some quantitative research and trading strategies we are developing to improve our alpha for the 2020-2021 CQA Investment Challenge

Todo o conteúdo produzido para a unidade curricular LGP (Laboratório de Gestão de Projetos), para o curso em Engenharia Informática e Computação na FEUP

BSc thesis focused on distortion risk measures and reward-risk ratios.

Python library designed specifically for quantitative finance, with a primary focus on supporting research and education in the field.

Stock Portfolio Analysis using FinQuant