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  1. finGAN finGAN Public

    The goal of this project is to create a GAN to reproduce the distribution of returns of a stock from historical sample data and generate synthetic prices path while keeping the original distribution

    Jupyter Notebook 1 1

  2. FinancePy FinancePy Public

    Forked from domokane/FinancePy

    A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

    Jupyter Notebook

  3. equity-pair-screener equity-pair-screener Public

    Statistical arbitrage engine for identifying mean-reverting CAC 40 pairs by reproducing Figuerola-Ferretti (2018) pair trading logic on French equities

    Jupyter Notebook

  4. volatility-managed-portfolio volatility-managed-portfolio Public

    In this project, I propose a simple ML framework to forecast volatility and increase performance using Moreira & Muir (2017) as a baseline

    Jupyter Notebook