XtremeQuantLeap
Quantitative Financial Analyst. Python for Finance. Derivatives Analytics with Python, C++, R, Matlab. https://www.linkedin.com/in/aaron-de-la-rosa-4b2b6822
XtremeQuantLeapMexico City. Mexico
Pinned Repositories
BS-in-Cpp
Black Scholes in C++
GARCH-in-Cpp
GARCH MODEL using C++
Heston-Model-Calibration
Heston Model Calibration
Implementing-Monte-Carlo-and-Bootstrapping
Implementing Monte Carlo and Bootstrapping in Python
Implementing-VaR-in-Python
Implementing VaR in Python. Historical, Parametric and Monte Carlo Simulation Methods.
Jump-Diffusion
Implementing Jump Diffusion in Python
PCA-and-Monte-Carlo-Simulation
PCA and Monte Carlo Simulation for Vasicek Model
Portfolio-Optimization-and-Value-at-Risk
Portfolio Optimization and Value at Risk using Monte Carlo Simulation and Scipy Optimize
Portfolio-Performance-and-Efficient-Frontier
We implement Portfolio Performance and Efficient Frontier in Python using Visual Studio Code
TSLA-Forecasting-using-Pytorch
TSLA Forecasting using Pytorch and LSTM
XtremeQuantLeap's Repositories
XtremeQuantLeap/TSLA-Forecasting-using-Pytorch
TSLA Forecasting using Pytorch and LSTM
XtremeQuantLeap/PCA-and-Monte-Carlo-Simulation
PCA and Monte Carlo Simulation for Vasicek Model
XtremeQuantLeap/Portfolio-Optimization-and-Value-at-Risk
Portfolio Optimization and Value at Risk using Monte Carlo Simulation and Scipy Optimize
XtremeQuantLeap/Heston-Model-Calibration
Heston Model Calibration
XtremeQuantLeap/Implementing-VaR-in-Python
Implementing VaR in Python. Historical, Parametric and Monte Carlo Simulation Methods.
XtremeQuantLeap/Implementing-Monte-Carlo-and-Bootstrapping
Implementing Monte Carlo and Bootstrapping in Python
XtremeQuantLeap/Jump-Diffusion
Implementing Jump Diffusion in Python
XtremeQuantLeap/Bollinger-Bands-for-TSLA
Implementing Bollinger Bands for TSLA using Python
XtremeQuantLeap/Forecasting-NVDA-using-GBM
Stock Price Forecasting using GBM
XtremeQuantLeap/Forecasting-NVDA-using-Prophet
Forecasting Stock Price (NVDA) using Prophet
XtremeQuantLeap/Forecasting-Stock-Price-using-RNN-and-LSTM
Forecasting Stock Price using Recurrent Neural Network and Long Short Term Memory
XtremeQuantLeap/Heston-Model
Implementing Heston Model in Python
XtremeQuantLeap/Implementing-Bachelier-and-Balck-Scholes-Models
Implementing Bachelier Model
XtremeQuantLeap/Implementing-Bachelier-and-Black-Scholes-Models
Implementing Bachelier Model
XtremeQuantLeap/Implementing-Breeden-Litzenberger
Breeden Litzenberger in Python
XtremeQuantLeap/Implementing-MACD-in-Python
Implementing MACD in Python
XtremeQuantLeap/Implementing-Pairs-Trading-Strategy
Pairs Trading Strategy in Python
XtremeQuantLeap/Implementing-Stochastic-Oscillator
Stochastic Oscillator in Python
XtremeQuantLeap/Mean-Reversion-Trading-Strategy
Mean Reversion Trading Strategy in Python
XtremeQuantLeap/Modelling-Index-volatility
Modelling Index Volatility using Ornstein Uhlenbeck Process
XtremeQuantLeap/Modern-Portfolio-Theory
Modern Portfolio Theory using Interactive Charts
XtremeQuantLeap/Optimized-Portfolio-using-PyPortfolioOpt
Optimized Portfolio using PyPortfolioOpt and Interactive Graphs
XtremeQuantLeap/Portfolio-Optimization-using-different-methods-and-solvers
Portfolio Optimization using different methods and solvers
XtremeQuantLeap/Portfolio-Optimization-using-Riskfolio-Lib
Portfolio Optimization using Riskfolio-Lib
XtremeQuantLeap/Portfolio-Optimization-using-scipy.optimize
Portfolio Optimization using scipy.optimize library
XtremeQuantLeap/Pricing-a-Lookback-Call-Option
Implementing a Lookback Call Option in Python
XtremeQuantLeap/Pricing-an-up-and-down-Barrier-Option
Pricing a Barrier Option
XtremeQuantLeap/Simulating-a-Random-Walk
Random Walk in Python
XtremeQuantLeap/Technical-Analysis-and-Regression
Technical Analysis and Regression for Financial Data Series
XtremeQuantLeap/TSLA-Stock-Prediction-and-Forecasting-using-LSTM-NN
TSLA Stock Prediction and Forecasting using LSTM-NN (Neural Networks)