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1. Index-Weighting-Strategies Index-Weighting-Strategies Public

   Applied different portfolio allocation techniques to Ken French Industry Portfolio, ranging from basic (Equal Weighting) to advanced (Tail Risk Parity)

   Jupyter Notebook 2

2. Natural-Language-Processing Natural-Language-Processing Public

   Back-tested a trading strategy by employing sentiment analysis on 15 years of Amazon reviews

   Jupyter Notebook 1

3. Quantamental-Screening Quantamental-Screening Public

   Utilized 4 methods to screen over 8000 tickers using SEC API and classify firms based on Benjamin Graham criteria

   Jupyter Notebook 1

4. Technical-Analysis Technical-Analysis Public

   Designed a portfolio through the application of 15 Technical Analysis indicators to Ethereum cryptocurrency

   Jupyter Notebook 1

5. Statistical-Arbitrage-Emerging-Markets Statistical-Arbitrage-Emerging-Markets Public

   Built a pairs trading strategy in emerging markets using a rolling Kalman-filter beta and spread half-life, with z-score position sizing, and comprehensive back-testing with liquidity adjustments a…

   Jupyter Notebook 6

6. Statistical-Factor-Model Statistical-Factor-Model Public

   Implemented a statistical factor model using Asymptotic Principal Component Analysis (APCA) and various weighting strategies to improve the performance of a basket of Italian stocks relative to a b…

   Jupyter Notebook 1 1