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quantitative-finance

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Our goal is to see how much investment potential these ETFs have based on key risk-management metrics: the daily returns, standard deviations, Sharpe ratios, and betas. We will be working on a Jupyter Notebook and visualizing all of our data using hvplot to create interactive visualizations as well as running an MC Simulation at the end.

  • Updated Feb 24, 2022
  • Jupyter Notebook
notebooks

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

  • Updated Oct 5, 2022
  • Jupyter Notebook

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