Popular repositories Loading

1. QuantFinanceTraining QuantFinanceTraining Public

   This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.

   Jupyter Notebook 28 7

2. BR-Fama-French-Factors BR-Fama-French-Factors Public

   Due to the absence of Fama-French factors for the Brazilian market, this repository aims to provide an open database for comprehensive analysis of assets and portfolios in the Brazilian financial …

   R 7 1

3. Mean-CVaR_Portfolio_with_Mixture-Copulas Mean-CVaR_Portfolio_with_Mixture-Copulas Public

   Repository for final course project at Universidade Federal do Rio Grande do Sul (UFRGS) in economic science.

   R 4 3

4. pairs_trading pairs_trading Public

   Generic Pairs trading software, developed using Agile methodology, and MVC architectural pattern.

   Jupyter Notebook

5. Precificando_Opcoes_Asiaticas Precificando_Opcoes_Asiaticas Public

   Repositório de mini projeto envolvendo métodos numéricos para precificação de opções asiáticas.

   Jupyter Notebook

6. Multivariate_Cointegration_in_Statistical_Arbitrage Multivariate_Cointegration_in_Statistical_Arbitrage Public

   This repository contains codes and reports pertaining to my final CQF project. Here, I apply the Johansen approach to construct a cointegrated portfolio.

   Jupyter Notebook 1