GitHub - YCJG/Quant-Projects: Personal Quant Experiments

Name		Name	Last commit message	Last commit date
Latest commit History 20 Commits
10 Regression Algorithms.ipynb		10 Regression Algorithms.ipynb
Mean Reversion Trading Algorithm.ipynb		Mean Reversion Trading Algorithm.ipynb
Monte Carlo Simulations for Portfolio Construction & Performance Forecast.ipynb		Monte Carlo Simulations for Portfolio Construction & Performance Forecast.ipynb
Portfolio Construction (Mean-Variance Optimization, Lagrangian Approach, Black-Litterman).ipynb		Portfolio Construction (Mean-Variance Optimization, Lagrangian Approach, Black-Litterman).ipynb
Risk Management (Var).ipynb		Risk Management (Var).ipynb
Trend Following (SMA, EMA) in BTC.ipynb		Trend Following (SMA, EMA) in BTC.ipynb
Trend Following in Cocoa.ipynb		Trend Following in Cocoa.ipynb