bmarroc/finance

Finance

This repository contains Jupyter notebooks implementing several Finance projects.

The notebooks present a wide range of techniques and tools used in Finance.

Table of contents

• 1 - Efficient Frontier and Sharpe Optimal Portfolio
• 2 - APT with Fama–French-Carhart Four-Factor Model
• 3 - Trading with Momentum
• 4 - Trading with Mean-Reversion
• 5 - Algorithmic Trading with Bollinger Bands
• 6 - Algorithmic Trading with Machine Learning
• 7 - Algorithmic Trading with Deep Learning
• 8 - Option Pricing in the Multi-Period Binomial Model
• 9 - Option Pricing in the Black-Scholes Model
• 10 - Black-Scholes Volatility Surface