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1. cointegration-exploration-python cointegration-exploration-python Public

   This project explores pairs trading as a market-neutral strategy by leveraging statistical relationships between cointegrated assets to exploit mean-reverting behavior. inspired and adapted from th…

   Jupyter Notebook

2. fractional-differencing-time-series-python fractional-differencing-time-series-python Public

   exploring fractional differencing outlined in advances in financial machine learning chapter 5, which in short allows us to achieve stationarity while retaining as much memory as possible in the ti…

   Jupyter Notebook

3. linearalgebra-toolkit-matlab linearalgebra-toolkit-matlab Public

   linear algebra functions such as regression, principal component analysis for dimensionality reduction, subspaces, etc to streamline linear algebra

   MATLAB

4. portfolio-toolkit-streamlit-python portfolio-toolkit-streamlit-python Public

   making professional portfolio management methods accessible through point and click. methods such as mean var opt and portfolio rebalancing is available. try the app from the link

   Python

5. etf-sql-database-python etf-sql-database-python Public

   An efficiently ETF database management system. when run ,recent data for specific tickers are stored in the SQLite file etf_data. This avoids hammering API. Prices are also adjusted using the adjus…

   Jupyter Notebook

6. black-scholes-calculator-python black-scholes-calculator-python Public

   An interactive Python tool for calculating European option prices, probabilities, and implied volatility using the Black-Scholes model.

   Python