https://github.com/s1dewalker/research-works
https://github.com/s1dewalker/research-works
data-analytics data-modeling financial-markets financial-research machine-learning portfolio-management portfolio-optimization python quantitative-analysis quantitative-finance research risk risk-analysis risk-management sql tableau
Last synced: 7 months ago
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- Host: GitHub
- URL: https://github.com/s1dewalker/research-works
- Owner: s1dewalker
- Created: 2024-12-23T09:10:32.000Z (10 months ago)
- Default Branch: main
- Last Pushed: 2025-03-02T03:26:29.000Z (8 months ago)
- Last Synced: 2025-03-02T04:24:14.703Z (8 months ago)
- Topics: data-analytics, data-modeling, financial-markets, financial-research, machine-learning, portfolio-management, portfolio-optimization, python, quantitative-analysis, quantitative-finance, research, risk, risk-analysis, risk-management, sql, tableau
- Homepage:
- Size: 4.57 MB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
# Research Works
### [View Portfolio Optimization and Risk Analysis for Equity Investments](https://github.com/s1dewalker/Portfolio_Analysis)
Inspired by many specialized ETFs. This project offers optimization and modeling tools for investment strategies. Leveraging Efficient Frontier modeling, Fama French factor models, Monte Carlo simulation, and 15 risk metrics (Sharpe ratio, VaR) w/ python libraries like pandas, yfinance, and PyPortfolioOpt.
###### Portfolio Management | Risk Management | Quantitative Analysis | Models | Optimization
#
### [Futures Trading System For Fixed Income Derivatives](https://github.com/s1dewalker/Futures-trading)
A glimpse of the system that was used @ Futures First. This system utilized data analytics, quantitative analysis, and account management. It involved keeping an eagle eye on fixed income products w/ live Excel dashboards. Being prepared for a range of outcomes w/ risk scenario analysis. Changing the game w/ performance analysis, financial metrics, and stats. Applied ML and probability models to identify and predict market states, optimizing portfolio and risk assessment. Providing defense to account management w/ a resilient capital allocation system.
###### Data Analytics | Risk Management | Fixed Income (Interest rate, bond) | Futures Trading System | Markov Model
#
### [Cointegration for pairs trading](https://github.com/s1dewalker/Cointegration)
Pairs Watch web app is a quantitative finance tool that helps users analyze potential pairs trading opportunities. In this project we try to check linear relationship between Nike (NKE) and Adidas (ADDY). Then we regress one time series on the other to get the cointegration vector, and perform ADF test on the residuals to check for stationarity. If stationary, it means the stocks are cointegrated, and the residuals represent a mean-reverting spread. Now we can use the residuals of this relationship to generate signals for mean reversion.
###### Cointegration | Time Series Analysis | Pairs Trading | Mean-reversion
#
### [Fama French 3 Factor Analysis of NYSE stocks: Model Validation + Tuning](https://github.com/s1dewalker/Model_Validation)
Checking Assumptions of OLS regression for Fama French 3-Factor Model. Steps involved in Model validation and Hyperparameter tuning in Random Forest Regression.
###### Model Management | Model Validation | Machine Learning | Assumptions
#
### [Explore NYC Airbnb listings](https://github.com/s1dewalker/Airbnb-listings-NYC)
Exploratory Data Analysis (EDA) w/ SQL, Tableau, Python
###### Exploratory Data Analysis | Data Cleaning | Data Analytics
#
### Complementary mentions
### [Markov Model for Stocks](https://github.com/s1dewalker/Markov-Model-for-Stocks)
###### K-means clustering | Market states | Markov Model | Transition matrix | Factor Analysis
### [Simple Time Series Analysis in Python](https://github.com/s1dewalker/Time-series/blob/main/Time_series_analysis2.ipynb)
###### Autocorrelation | Random Walk | Stationarity
### For more, visit [Applied Research Central](https://github.com/s1dewalker/Applied-Research-Central)
##### [LinkedIn](https://www.linkedin.com/in/sujay-bhaumik-d12/) | s1dewalker23@gmail.com | [GitHub](https://github.com/s1dewalker)