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Este repositório contém projetos e análises de Finanças Quantitativas, abrangendo desde modelagem de preços de ativos até otimização de portfólio. Utiliza-se Python para análise de dados, modelagem estatística e visualização.
A Black-Scholes Model implemented in Python for option pricing. It includes a range of helper functions for calculating option Greeks and implied volatility, and features basic MySQL database interaction for uploading option data.
This project implements a financial trading strategy in Julia which nowcast local highs and lows to create trading signals, comparing stable rule set classifiers and gradient boosted tree models for trading performance.
Forecasting Ethereum return quantiles using a handful of different statistical learning models and selecting the best based on out of sample error. Hopsworks feature store and model registry is used to automate the process. Ethereum quantile returns are predicted daily and displayed on a Streamlit dashboard.
My projects from Udacity's intensive Business Analytics NanoDegree program. Where I analyzed data; built financial forecast and dashboards with excel; intermediate-advanced level query using SQL; and data visualizations using Tableau.