ArturSepp
PhD in Statistics with expertise in systematic strategies, quantitative investing, volatility models, data science with Statistical and Machine Learning methods
Switzerland
Pinned Repositories
ArturSepp
My personal repository
BloombergFetch
Python functionality for getting different data from Bloomberg: prices, implied vols, fundamentals
OptimalPortfolios
Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
StochVolModels
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
VanillaOptionPricers
Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models
ArturSepp's Repositories
ArturSepp/QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
ArturSepp/StochVolModels
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
ArturSepp/OptimalPortfolios
Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
ArturSepp/BloombergFetch
Python functionality for getting different data from Bloomberg: prices, implied vols, fundamentals
ArturSepp/VanillaOptionPricers
Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models
ArturSepp/ArturSepp
My personal repository