Pinned Repositories
fixed-income-and-credit
Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
ibkr-options-volatility-trading
Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API
machine-learning
Data analysis of various financial datasets and applying numerous ML models with strong emphasis on feature engineering and model evaluation and selection.
option-pricing-fourier-transform
Option pricing: Simple app for vanilla option pricing using Black-Scholes model and Merton model via Fourier Transform. Spot prices for the underlying are fetched from Yahoo Finance API.
quantitative-risk-management
Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regulation as well. Implementing risk models in Python, R and Excel.
statistics-stocks-forecasting
Empirical analysis with financial data (MSFT stock returns) in R, with the goal to produce useful forecasts using univariate, multivariate time series models and volatility models.
stocks-momentum-strategy
Quantitative Investments: Implementing a momentum strategy on the stock market
MCF Long Short's Repositories
mcf-long-short/ibkr-options-volatility-trading
Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API
mcf-long-short/fixed-income-and-credit
Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
mcf-long-short/quantitative-risk-management
Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regulation as well. Implementing risk models in Python, R and Excel.
mcf-long-short/statistics-stocks-forecasting
Empirical analysis with financial data (MSFT stock returns) in R, with the goal to produce useful forecasts using univariate, multivariate time series models and volatility models.
mcf-long-short/option-pricing-fourier-transform
Option pricing: Simple app for vanilla option pricing using Black-Scholes model and Merton model via Fourier Transform. Spot prices for the underlying are fetched from Yahoo Finance API.
mcf-long-short/machine-learning
Data analysis of various financial datasets and applying numerous ML models with strong emphasis on feature engineering and model evaluation and selection.
mcf-long-short/stocks-momentum-strategy
Quantitative Investments: Implementing a momentum strategy on the stock market