This repository contains Jupyter notebooks implementing several Finance projects.
The notebooks present a wide range of techniques and tools used in Finance.
- 1 - Efficient Frontier and Sharpe Optimal Portfolio
- 2 - APT with Fama–French-Carhart Four-Factor Model
- 3 - Trading with Momentum
- 4 - Trading with Mean-Reversion
- 5 - Algorithmic Trading with Bollinger Bands
- 6 - Algorithmic Trading with Machine Learning
- 7 - Algorithmic Trading with Deep Learning
- 8 - Option Pricing in the Multi-Period Binomial Model
- 9 - Option Pricing in the Black-Scholes Model
- 10 - Black-Scholes Volatility Surface