Tools for Financial Markets in the areas of portfolio management, Market Microstructure and Machine Learning
Implementation of models from various areas such as:
- Build out of Machine Learning Algorithms from Scratch via Learning Module
- Build out of Quantitative Portfolio Management Models via online portfolio selection and portfolio module
- Attempted replication of Research Papers in Quantitative Finance
- Following papers have been replicated: - Cont-Stoikov-Talreja Limit Order Book Model via the orderbook module - Econometrics Measures of Connectedness and Systematic Risk in Finance and Insurance Sectors via the causality_network module
Tech Stack Used:
- Python 3.6
- PostGreSql
- Libraries Used: Numpy, Scipy, matplotlib, pandas, sklearn, arch, statsmodels
- Jenkins