Pinned Repositories
boyac
bt
bt - flexible backtesting for Python
pyArchive
Data structures, algorithms, object oriented programming, Python data processing, predictive models, regression analysis, blockchain etc
pyDataServer
ETL tools developed to assist data and quantitative analysis. Script to interact with Oracle Toad and solve Oracle DB Out of Memory error, and run Big Oracle query & download schema seamlessly
pyFolio
Performance attribution analysis, value investment, original investment ideas, alpha seeking
pyOptionPricing
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
pyQuiz
Original clean and creative solutions to solve brainteasers questions of hedge funds, asset managers, proprietary trading firms, software companies from glassdoor, company sites, quora and reddit
pyTrading
Based on the concepts in "CIMTR" and others, swing trading
pyUndefined
option pricing simulations, data processing, analysis, visualisation, games and puzzles
Sector-Rotation-RNN
A simple, self-coded recurrent neural network that uses weekly changes in 10 major sector ETFs to predict which sectors will grow in the coming weeks.
boyac's Repositories
boyac/pyOptionPricing
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
boyac/pyFolio
Performance attribution analysis, value investment, original investment ideas, alpha seeking
boyac/pyTrading
Based on the concepts in "CIMTR" and others, swing trading
boyac/pyDataServer
ETL tools developed to assist data and quantitative analysis. Script to interact with Oracle Toad and solve Oracle DB Out of Memory error, and run Big Oracle query & download schema seamlessly
boyac/pyQuiz
Original clean and creative solutions to solve brainteasers questions of hedge funds, asset managers, proprietary trading firms, software companies from glassdoor, company sites, quora and reddit
boyac/Sector-Rotation-RNN
A simple, self-coded recurrent neural network that uses weekly changes in 10 major sector ETFs to predict which sectors will grow in the coming weeks.
boyac/pyArchive
Data structures, algorithms, object oriented programming, Python data processing, predictive models, regression analysis, blockchain etc
boyac/pyUndefined
option pricing simulations, data processing, analysis, visualisation, games and puzzles
boyac/boyac
boyac/bt
bt - flexible backtesting for Python
boyac/clicktimepy
Python module for clicktime.com REST API
boyac/LV-speedy-25_caia-study-notes
Study notes created for the CAIA exams.
boyac/cplusplus
C++
boyac/finance-with-python
Financial methods in Python
boyac/qfrm
Python tools to quantitatively manage financial risk
boyac/raymondcamden2018
New repo for a Jekyll version of my site
boyac/Research
General Repository of my Research
boyac/step_lapse_variable_annuity