PankoAliaksandr
MSc Quantitative Finance (WU, Vienna, Austria) MSc Financial Engineering (World Quant University, USA) MSc Applied Maths and Computer Science (BSU, Belarus)
Imberg ConsultingVitznau, Switzerland
Pinned Repositories
C-Sharp-and-Visual-Studio-VS-
Some important concepts are writen here
CaseStudy-WQU-LinearRegressionSimple
Simple Linear Regression is used to analyse significance of alpha and beta coefficients (for stock returns time series)
Finance
Finance & Investment
Master-Thesis-WQU
check if sustainable investment strategies (SRI) lead to underperformace
Master-Thesis-WU
Hierarchical Risk Parity portfolio optimization VS Minimum Variance optimization
Project-WQU-ARMA_PredictionsCommodity
ARMA model implementation and prediction of in Commodity Market
Project-WQU-GeneticAlgorithm
Predicting a Stock Price using a Genetic Algorithm
Project-WU_Bond-Risk-Premia
forward rates and yields as excess bonds returns predictors
Project-WU_Fama-MacBeth
Fama-MacBeth (1973) Risk Factors premia calculation
WU-Project-Forecasting-U.S.-House-Prices
Forecast Case-Shiller U.S. National Home Price Index using an ARMA model based on the historical data. Test the model and suggest exogenous variables that can be introduced which can improve the forecasts.
PankoAliaksandr's Repositories
PankoAliaksandr/Master-Thesis-WQU
check if sustainable investment strategies (SRI) lead to underperformace
PankoAliaksandr/Project-WU_Fama-MacBeth
Fama-MacBeth (1973) Risk Factors premia calculation
PankoAliaksandr/WU-Warren-Buffett-Strategy
PankoAliaksandr/Finance
Finance & Investment
PankoAliaksandr/Excel
Some tips working with Excel
PankoAliaksandr/How_To
Store here some useful instructions for potentially repeating (painful) tasks
PankoAliaksandr/IQ_tests_solution
Tests ans solutions to prepare for interview and for fun
PankoAliaksandr/Knowledge-DataBase-Hard-Skills
Set of mindmaps hard skills
PankoAliaksandr/Knowledge-DataBase-Soft
Soft skills
PankoAliaksandr/MiniProject-WQU-ACF_PACF_ARIMA
The project studies ARIMA model
PankoAliaksandr/PankoAliaksandr
Overview
PankoAliaksandr/Project-Management
This repository is a knowledge hub for Project Management skills
PankoAliaksandr/Project-WQU-ML-PCA_R-Shiny
R shiny application with PCA
PankoAliaksandr/Project-WU-Barroso_Santa-Clara_optimization
Barroso-Sant-Clara Optimization for Currencies
PankoAliaksandr/Project-WU-Berkshire-Hathaway
Berkshire Hathaway Analysis
PankoAliaksandr/Project-WU-Black-Litterman
Statistics, Equilibrium returns and Markowitz optimization, Black Litterman
PankoAliaksandr/Project-WU-Black_Litterman
For this assignment we will replicate the model from Black-Litterman and we will base our conclusions from their paper "Global Portfolio Optimization" (1992).
PankoAliaksandr/Project-WU-CorpFin_Boing
Analysis of Boing company
PankoAliaksandr/Project-WU-Fair_Spread
fair spread calculation
PankoAliaksandr/Project-WU-Linear_Regression_Houses_Detailed
This repo contains several mini projects to study a factors which influence houses price
PankoAliaksandr/Project-WU-SRI
R made presentation: Social Responsible Investing
PankoAliaksandr/Project-WU-TS_analysis_AR_model
Time series analysis wich includes: test for white noise, Check for Granger causality, feedback causality, augmented test, ACF and PACF
PankoAliaksandr/Project-WU-TS_analysis_VAR
1. Set up a VAR (with data of your own choice). 2. Choose the order of the VAR 3. Test the residuals wrt white noise. 4. Comment on the roots of the characteristic polynomial. 5. Generate forecasts for at least 4 periods into the future. 6. Inspect the MA representations of the model. 7. Comment on the impulse response function. 8. Comment on the forecast error decomposition.
PankoAliaksandr/Project-WU-VECM-representation-
VECM representation, Augmented Dicky-Fuller test, Test for Cointegration Relationship,
PankoAliaksandr/Projects-WU-Microeconomics
Several problems of microeconomics
PankoAliaksandr/Python-Operations-Expained
Short and clear explanation for frequently used Pandas operations
PankoAliaksandr/PythonAlgorithms
Python general notes
PankoAliaksandr/Sailing-Notes
My preparation for Sailing License
PankoAliaksandr/StatisticsProblems-WU-Solutions
The repo contains many statistics tasks and solutions
PankoAliaksandr/WU-Algorithmic_Problems_Computing
Computing course had many mathematical and algorithmic problems, here are their solutions