Implements various tests for evaluating forecasts of Expected Shortfall/ Conditional VaR

Research and Code for the GetaBot Quant Trading Competition

Exercises of the Risk Management Lecture in 2022

Exercises from the Book: A First Course in Random Matrix Theory for Physicists, Engineers and Data Scientists

Implementation of various option pricing methods.

Implementing with backtrader a strategy that is based on VIX term structure from a paper

Class covering CAPM, Time Series Analysis, MLE, Option Pricing, Monte Carlo Simulation, etc.

Training a deep neural network to predict stock price movements based on intra-day financial news using a RoBERTa transformer.

Scrapes asset allocation data from the wikifolios with most AUM

Solution for uni class intern forecasting challenge (1st place)

Tracking some pair trades.

SS2023 Übungsaufgaben zur Vorlesung.

Forecasting S&P500 index returns and volatility using a markov-switching GARCH model