Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)

Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.

This repository contains the customized trading algorithms that I have created using the Quantopian IDE.

Portfolio made with reactJs for github pages. Supports light and dark theme.

Building portfolio websites for developers who have better things to do

X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies

Mean Variance (Markowitz) Portfolio Optimization and Beyond

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.

Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Module 5 Project.

applications for risk management through computational portfolio construction methods

Entropy Pooling in Python with a BSD 3-Clause license.

Attribution and optimisation using a multi-factor equity risk model.

Portfolio Website using GitHub Pages. You can visit the website here:

'Portfolio Analysis, methods for portfolio optimization'

Stock Market Analysis

This repository shows the application of PCA technique for risk factor modelling of financial securities.

Classes for analysing and implementing equity portfolios in R.

Resources for Quantitative Finance