ArturSepp
PhD in Statistics with expertise in systematic strategies, quantitative investing, volatility models, data science with Statistical and Machine Learning methods
Switzerland
Pinned Repositories
BloombergFetch
OptimalPortfolios
Implementation of optimisation analytics for constructing and backtesting optimal portfolios
QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
StochVolModels
Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
ArturSepp's Repositories
ArturSepp/StochVolModels
Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
ArturSepp/QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
ArturSepp/OptimalPortfolios
Implementation of optimisation analytics for constructing and backtesting optimal portfolios
ArturSepp/BloombergFetch