grantjohnson00

Student interested in ML and research

Pinned Repositories

Naive_LS_SnP_Sectors
A relatively naive version of using a multi-factor model to construct a L/S portfolio out of S&P500 sectors
Language:Python00
Qunat_Interview_Algo
Quant trader/researcher Interview Question Collection
Language:Jupyter Notebook00
SPY_VIX_MeanReversion_Basic
I analyze whether VIX spikes precede higher than normal SPY Sharpes over medium frequencies
Language:Python0 1 00

grantjohnson00's Repositories

grantjohnson00/Naive_LS_SnP_Sectors
A relatively naive version of using a multi-factor model to construct a L/S portfolio out of S&P500 sectors
Language:Python00
grantjohnson00/Qunat_Interview_Algo
Quant trader/researcher Interview Question Collection
Language:Jupyter Notebook00
grantjohnson00/SPY_VIX_MeanReversion_Basic
I analyze whether VIX spikes precede higher than normal SPY Sharpes over medium frequencies
Language:Python0 1 00