Q

quantitative-finance

Official repository for Cent Capital: AI Money Manager. Cent Capital is an AI-powered financial wellness platform designed to provide actionable clarity. Learn more and sign up at https://www.cent.capital

A quantitative research project investigating Environmental, Social, and Governance (ESG) factors as pricing factors in financial markets and their impact on investment returns. Based on Lioui and Tarelli (2022).

Former bond nerd that had zero coding experience and accidentally bought the IP for a ml platform that identifies bond trade opportunities. Learning full stack dev, devops, data engineering & clouds from the deep end of the pool.

Julia Package for Financial Monte Carlo Simulations

PyQR is open source lib, based on numpy, for financial quantitative risk management.

A simple parser for historical quotes available at Brazil's stock exchange B3. As 06/2022 available at https://www.b3.com.br/en_us/market-data-and-indices/data-services/market-data/historical-data/equities/historical-quote-data/

Using ARMA models to individually predict next day prices for stocks on the ibov and pick the best 10 forecasts to buy next day.

A python notebook on modelling oil prices with free data using a VAR model.

An equity derivatives pricing library in C++