tamargog14 Goto Github PK
Type: User
Bio: I am a recent graduate with a Masters in Quantitative Economics and a passion for researching and analyzing financial data
tamargog14's Projects
derivative-trading-strategies
Multiple profit driven strategies for trading futures and options
euro-vanilla-option-pricing
Using standard greeks to assess the fair value of european vanilla call and put options as well as margin coverage.
financial-research
This repository is to hold any experimental research related to the financial markets. This includes macroeconomic analysis and machine learning applied concepts
monitoring-a-diversified-etf-portfolio-
my-portfolio-
portfolio-optimization-
This project takes index returns from US Equities, Fixed Income, International Equities, and Commodities and reoptimizes the portfolio based on historical returns
portfolio-optimization---hedge-fund-style-indices
This project essentially takes data from the edhec dataset and rebalances a portfolio on historical hedge fund returns
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