Pinned Repositories
academicpages.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
anomaly_research
Research on predictors of excess returns
BCF-Workshop
Materials for the mini-course on deep learning and macro-finance.
corporate_finance
Corporate finance projects
cryptocurrency_momentum_strategy
Cryptocurrency trading strategy involving price momentum, size and attention proxied by Google Searches
deepdow
Portfolio optimization with deep learning.
ff_decimals_randomization
Assessing the impact of randomization in the decimals of the Fama-French factors
financial_econometrics_labs
Lab sessions developed for MATH60210 - Financial Econometrics at the HEC finance MSc
financial_risk_management
Financial Risk Management Project
macro_factor_timing
Replication and Trading Strategy based on "Macro Trends and Factor Timing" (Favero & al, 2022)
itsNH98's Repositories
itsNH98/cryptocurrency_momentum_strategy
Cryptocurrency trading strategy involving price momentum, size and attention proxied by Google Searches
itsNH98/macro_factor_timing
Replication and Trading Strategy based on "Macro Trends and Factor Timing" (Favero & al, 2022)
itsNH98/academicpages.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
itsNH98/anomaly_research
Research on predictors of excess returns
itsNH98/BCF-Workshop
Materials for the mini-course on deep learning and macro-finance.
itsNH98/corporate_finance
Corporate finance projects
itsNH98/deepdow
Portfolio optimization with deep learning.
itsNH98/ff_decimals_randomization
Assessing the impact of randomization in the decimals of the Fama-French factors
itsNH98/financial_econometrics_labs
Lab sessions developed for MATH60210 - Financial Econometrics at the HEC finance MSc
itsNH98/financial_risk_management
Financial Risk Management Project
itsNH98/ib_async
Python sync/async framework for Interactive Brokers API (replaces ib_insync)
itsNH98/itsNH98
itsNH98/itsNH98.github.io
My Website
itsNH98/MacroFinance
To Replicate Goutham's paper on Deep Learning and Crisis Dynamics
itsNH98/mixed_momentum
Mixed momentum trading strategy in Python
itsNH98/online_courses
Code done in online courses
itsNH98/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
itsNH98/tabular-benchmark
itsNH98/temporalCN
Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper
itsNH98/TradingSystem
My trading system integrating multiple trading venues and standardizing strategy integration
itsNH98/zipline-reloaded
Zipline, a Pythonic Algorithmic Trading Library