An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

Send SMS if any of the predefined share price fluctuates above a certain customizable level.

Performance attribution analysis, value investment, original investment ideas, alpha seeking

This project studies the effects of the shape parameter estimator uncertainty at different threshold levels on the value-at-risk confidence interval for quantitative risk management (QRM) using the Generalized Pareto Distribution (GPD) from the Extreme Value Theory (EVT) approach.

Risk Premia Trading Client

At the comfort of terminal command prompt, get the summary reports for each stock as well as the whole equity portfolio with information about realized and unrealized(holding) gains/losses split into short term and long term. It also calculates taxable capital gain for your long term capital gains that need grandfathering. All you need to have i…

In this study, I empirically and statistically investigate the credibility of common asset pricing beliefs using data from S&P 500® constituents from January 2010–December 2020.

Simple Stocks Fetching API made with Node.js and Express.js

Machine Learning Approach to Equity Premium Prediction

Design trading strategies and export bot as python file.

Essentially we are connecting individuals with ideas to individuals that can make those ideas into a reality.

An Equity Betting platform built on Solana.

Automatized-analysis-via-yfinance-API

Transact SQL scripts for calculations using equity market data plus VBA code for importing results into Excel and generating charts

An adapter that returns Morpheus DataFrames from Quandl.com

Factor Investing - Brasilian assests

Downloading available datasets from an official open data source of Uzbekistan

A Simple Python Script to Caculated the Percentage of Amount Invested in each equity by parsing the holdings statement in csv format

Python code for calculating the Merton model distance-to-default, including interactions with SQL server to extract the raw data.