Stars
Systematic event-driven options straddle research across three catalysts: earnings announcements, FOMC decisions, and geopolitical shocks, using S&P 500 constituents and sector ETFs from 2016-2025.…
Transformer-based realized variance forecasting for variance swap trading
A news aggregator in python, that focuses primarily on business and market news sources.
A simple python library that allows for easy access of the SEC website so that someone can parse filings, collect data, and query documents.
This project's aim is to 1) build macro (inflation, interest rates) factor mimicking portfolios (FMPs), 2) compare the performance of different forecasting models for macro variables and 3) build a…
A cross-asset relative value strategy harvesting the Volatility Risk Premium (VRP) across equities, commodities, and FX.
This repo powers my experiment where ChatGPT manages a real-money micro-cap stock portfolio.
Notebooks and code for the Wiley book "Generative AI for Trading and Asset Management"
This project addresses the real-world portfolio optimization problem, going beyond classical mean-variance models. Actual portfolio construction involves discrete investment decisions, transaction …
A complete toolkit for quantitative research and development of options trading strategies.
Developing a trend following model using futures
A Free Newsletter for Quantitative and Algorithmic Trading, Portfolio Analysis, and Investing
ChoiInYeol / Portfolio-Optimization-Deep-Learning-WIth-Candlestick-Image
Forked from hobinkwak/Portfolio-Optimization-Deep-LearningMean-Variance Optimization using DL (pytorch)
Composite Indicators Framework for Business Cycle Analysis
Current and Historical Lists of S&P 500 components since 1996
Risk Premia Estimation (FamaMacbeth and Three-pass)
Factor Mimicking Portfolio replication with LASSO
A curated list of papers of interesting empirical study and insight on deep learning. Continually updating...
Hedge fund replication via machine learning
Step by Step Reinforcement Learning Tutorials.