A collection of quantitative finance notebooks, including:
- Monte Carlo Simulation of lazy multi-asset portfolio + Historical Analysis with Pyfolio
- Residual Income Model and Abnormal returns - Empirical Backtesting
- Mean Variance, Black & Litterman, Pure Bayesian and Jorion Rule for in-sample optimization using PyPortfolioOpt
- Regime switching Mean Variance Optimization with Hidden Markov Model and Trend Filtering algorithm
- Inflation forecast with XGBoost
- Recession forecast with XGBoost
Preview: