Bocconi Students Investment Club
Github repository for public Bocconi Students Investment Club code projects
Milan, Italy
Pinned Repositories
bsic-systematic-credit
Repository for the BSIC Systematic Credit Article
bsic_hephaestus_paper
Pairs-Trading-Backtesting
Pairs trading backtesting enviroment built with Python.
PairsTradingGLASSO
StockInfo
Shiny app, built with Quantmod in R to provide easy access to essential financial data.
VaR
Simple VaR calculation in Python, both for single value and VaR series in time. Supported formulas at the moment include: Parametric Normal, Parametric EWMA, Historical Simulation and Filtered Historical Simulation with EWMA.
Bocconi Students Investment Club's Repositories
BSIC/VaR
Simple VaR calculation in Python, both for single value and VaR series in time. Supported formulas at the moment include: Parametric Normal, Parametric EWMA, Historical Simulation and Filtered Historical Simulation with EWMA.
BSIC/Pairs-Trading-Backtesting
Pairs trading backtesting enviroment built with Python.
BSIC/bsic_hephaestus_paper
BSIC/PairsTradingGLASSO
BSIC/StockInfo
Shiny app, built with Quantmod in R to provide easy access to essential financial data.
BSIC/bsic-systematic-credit
Repository for the BSIC Systematic Credit Article