Fast Monte Carlo option strategy simulator with implied vol surfaces in Rust
High Quality Momentum (HQM) stock scanner - Web app for identifying consistent momentum stocks across multiple timeframes using quantitative analysis
My thesis 🏅
Portfolio performance attribution using the Brinson-Hood-Beebower (BHB) model. Interactive Streamlit dashboard with sector attribution, risk analytics, NAV validation, and PDF report export.
Exploratory analysis of global financial market shocks since 2020 using Python, pandas and financial time series data.
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."
Rust backtester and parameter optimizer for indicator‑driven strategies
Janus Factor–based relative strength and momentum signals for asset baskets
Probabilistic SPY price forecast using Monte Carlo simulation and walk-forward backtesting
高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis
AI Trading Bot leveraging advanced machine learning, multi-factor regime detection, and adaptive risk management. Includes feature engineering, backtesting, and interactive dashboards for quantitative trading.
Backtesting trading strategies on FDXM vs FESX spreads
Algorithmic trading strategy backtesting using RSI & MACD on futures historical data | Алгоритмическая стратегия на RSI и MACD с бэктестами фьючерсов Газпрома и Сбербанка (Tinkoff API)
Options Pricing Project
High-performance TensorFlow library for quantitative finance.
An advanced platform for quantitative trading strategies, including AI-driven price prediction models and user management systems. Emulating institutional-grade practices like Citadel, it facilitates the development, training, and deployment of machine learning models for precise market forecasting.
Base indicators and forecasting models for statistics and quantitive analysis
The ModFin project aims to provide users with the necessary tools for modeling and analyzing individual assets and portfolios.
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