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d.Santos18's Projects

analise_portfolio icon analise_portfolio

Provide a CSV of stock transactions and measure performance against a Benchmark

capm_app icon capm_app

Computational implementation of Sharpe's (1964) Capital Asset Pricing Model for Brazilian stock exchange B3.

empyrial icon empyrial

An Open Source Portfolio Backtesting Engine for Everyone

ettj icon ettj

Capturar dados de curvas de juros (ettj) usadas no Brasil.

pcc_2e icon pcc_2e

Online resources for Python Crash Course (Second Edition), from No Starch Press

portfolio_analysis icon portfolio_analysis

Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)

portfolioopt icon portfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

prophet icon prophet

Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

stock_analysis icon stock_analysis

Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

telegram-forward-bot icon telegram-forward-bot

Simple Telegram Bot for forwarding messages easily between various related channels and groups.

vba icon vba

Code Blocks relating to everything VBA

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