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hkalager/README.md
  • 👋 Hi, I’m Arman and this is my personal script repository.
  • 📈 The codes here are from my time doing academic research and does not contain any commerical value.
  • 🔍 You can get a brief intro for each project under "Wiki" tabs.
  • 📫 You can reach me via hassannia[at]outlook[dot]com
  • 📉 Check out WhoSHORTEDWhat.com if you are interested in short trading.

Pinned

  1. ML_AccountingFraud ML_AccountingFraud Public

    This repository includes the scripts to replicate the results of my WORKING paper entitled "A Machine Learning Approach to Detect Accounting Frauds".

    Python 7 3

  2. FDR_buckets FDR_buckets Public

    This repository includes the scripts to replicate the results of my paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection".

    MATLAB 3

  3. optionm optionm Public

    This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.

    Python 5 2

  4. dfdr dfdr Public

    This repository includes the scripts to replicate results of my paper entitled "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices".

    MATLAB 1

  5. knockoff_index knockoff_index Public

    This repository contains a small project where I study feasibility of using knockoff filters in portfolio management. More details are included in the Wiki page

    Python 1

  6. FX_MHT_DMA FX_MHT_DMA Public

    This repository includes the scripts to replicate the results of my paper entitled "Trading the foreign exchange market with technical analysis and Bayesian Statistics".

    MATLAB