Quantitative-Analyst-portfolio

Quantitative Analyst | Python | R | SQL | Machine Learning | Financial Analytics

Projects specializing in Quantitative Analysis of Financial Data:

Stock Price Analysis with Python

• Tools: Python, Jupyter Notebook, Pandas, Matplotlib
• Concepts: Data manipulation, visualization, calculating returns, moving averages.

Portfolio Performance Tracker

• Tools: Excel or Google Sheets
• Concepts: Creating and tracking portfolios, calculating portfolio returns, risk metrics (e.g., standard deviation), and Sharpe ratio.

Option Pricing Model

• Tools: Python (NumPy, SciPy), Jupyter Notebook
• Concepts: Black-Scholes-Merton model, implied volatility, option Greeks (delta, gamma, theta, etc.).

Monte Carlo Simulation for Financial Risk

• Tools: Python (NumPy, Matplotlib), Jupyter Notebook
• Concepts: Monte Carlo simulation, modeling asset prices, risk assessment.

Quantitative Trading Strategy Backtesting

• Tools: Python (Pandas, backtrader, or custom backtesting framework), Jupyter Notebook
• Concepts: Algorithmic trading, backtesting, optimizing trading strategies, risk management.

Interest Rate Modeling

• Tools: Python (QuantLib), Jupyter Notebook
• Concepts: Interest rate modeling, term structure, pricing interest rate derivatives.

Machine Learning for Financial Forecasting

• Tools: Python (scikit-learn, TensorFlow or PyTorch), Jupyter Notebook
• Concepts: Predictive modeling, time series forecasting, machine learning algorithms for finance.

Risk Management System

• Tools: Python (Flask for the web application, SQLAlchemy for database), Jupyter Notebook
• Concepts: Building a risk management system, stress testing, scenario analysis.