The workings for an Asset Pricing exercise from MSc Quantitative Finance 2023/24 at Bayes Business School
-
Updated
Apr 8, 2024 - Python
The workings for an Asset Pricing exercise from MSc Quantitative Finance 2023/24 at Bayes Business School
A Simple Python Script to Caculated the Percentage of Amount Invested in each equity by parsing the holdings statement in csv format
In this study, I empirically and statistically investigate the credibility of common asset pricing beliefs using data from S&P 500® constituents from January 2010–December 2020.
Python code for calculating the Merton model distance-to-default, including interactions with SQL server to extract the raw data.
Transact SQL scripts for calculations using equity market data plus VBA code for importing results into Excel and generating charts
A telegram bot implemented in c++.
Model to filter out specified number of bad stocks each month from our portfolio and add better performing stocks from a given wide range of stocks.
Downloading available datasets from an official open data source of Uzbekistan
Using Bayesian inference to incorporate a forward looking prior to compute the uncertainty of equity returns and volatility.
Essentially we are connecting individuals with ideas to individuals that can make those ideas into a reality.
An Equity Betting platform built on Solana.
Risk Premia Trading Client
An adapter that returns Morpheus DataFrames from Quandl.com
An adapter that returns Morpheus DataFrames from Google Finance
Automatized-analysis-via-yfinance-API
Design trading strategies and export bot as python file.
This project studies the effects of the shape parameter estimator uncertainty at different threshold levels on the value-at-risk confidence interval for quantitative risk management (QRM) using the Generalized Pareto Distribution (GPD) from the Extreme Value Theory (EVT) approach.
Machine Learning Approach to Equity Premium Prediction
Simple Stocks Fetching API made with Node.js and Express.js
Add a description, image, and links to the equity-markets topic page so that developers can more easily learn about it.
To associate your repository with the equity-markets topic, visit your repo's landing page and select "manage topics."