Pinned Repositories
Asset-Liability-Management
This project explores Asset Liability Management utilizing data derived from Monte Carlo simulations and the Kenneth French database. Its objective is to apply insights obtained from the curriculum offered by EDHEC Business School.
Dissertation-Pairs-Trading-Strategies
This MSc dissertation project utilizes distant, cointegration, and copula approaches for pair trading within FTSE100 constituents from January 2013 to June 2023. The study aims to analyze the profitability of these methods in pairs trading.
Portfolio-Optimization-Model
This project investigates portfolio optimization principles using data from the Kenneth French database and FTSE100 constituents. Its goal is to apply insights gained from the curriculum provided by EDHEC Business School.
jonathan.github.io
Personal Portfolio Website
Jonho823
US-ETF-Performance-Analysis-with-SQL-and-Tableau
Utilizing a dataset sourced from Kaggle, this project delves into the analysis of US Exchange-Traded Funds (ETFs) using SQL and Tableau. The examination encompasses a range of factors including performance metrics and historical returns.
Volatility-Forecasting-with-GARCH-Model
This project implements GARCH Model to predict stock volatility, utilizing a simple testing framework. Its primary objective is to apply the principles and methodologies acquired from the Applied Data Science Lab course offered by WorldQuant University.
Jonho823's Repositories
Jonho823/jonathan.github.io
Personal Portfolio Website
Jonho823/Asset-Liability-Management
This project explores Asset Liability Management utilizing data derived from Monte Carlo simulations and the Kenneth French database. Its objective is to apply insights obtained from the curriculum offered by EDHEC Business School.
Jonho823/Jonho823
Jonho823/Volatility-Forecasting-with-GARCH-Model
This project implements GARCH Model to predict stock volatility, utilizing a simple testing framework. Its primary objective is to apply the principles and methodologies acquired from the Applied Data Science Lab course offered by WorldQuant University.
Jonho823/Portfolio-Optimization-Model
This project investigates portfolio optimization principles using data from the Kenneth French database and FTSE100 constituents. Its goal is to apply insights gained from the curriculum provided by EDHEC Business School.
Jonho823/Dissertation-Pairs-Trading-Strategies
This MSc dissertation project utilizes distant, cointegration, and copula approaches for pair trading within FTSE100 constituents from January 2013 to June 2023. The study aims to analyze the profitability of these methods in pairs trading.
Jonho823/US-ETF-Performance-Analysis-with-SQL-and-Tableau
Utilizing a dataset sourced from Kaggle, this project delves into the analysis of US Exchange-Traded Funds (ETFs) using SQL and Tableau. The examination encompasses a range of factors including performance metrics and historical returns.