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  1. marketregime_hmm marketregime_hmm Public

    A quantitative research project focused on detecting and characterizing market regimes through Hidden Markov Models applied to financial time series. Project in collaboration with Polimi Data Scien…

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  2. nasdaq_causal-analysis_lstm nasdaq_causal-analysis_lstm Public

    Project based on analysing causal impact and LSTM sinergies in the NASDAQ

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  3. FourierOptionPricing FourierOptionPricing Public

    Project to develop a Python pricing engine for European options using the Fast Fourier Transform (FFT). The goal is to value options using the characteristic function, overcoming model limitations …

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  4. dtwclustering_sp500 dtwclustering_sp500 Public

    Using the S&P 500 dataset, this paper applies dynamic time warping (DTW) to analyze shifting lead-lag relationships in economic time series.

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  5. cb-impact-nlps cb-impact-nlps Public

    This analysis uses natural language processing (NLP) to assess the impact of central bank communications on the economy, capturing insights into policy effects and market responses.

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  6. intraday-momentum intraday-momentum Public template

    Reproducible implementation and extension of an intraday momentum strategy on SPY + QuantConnect-ready research framework.

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