pankoaliaksandr Goto Github PK

books-and-papers

Financial, Statistical, Mathematical and Computer Science

c-sharp-and-visual-studio-vs-

Some important concepts are writen here

casestudy-wqu-hypothesistesting

Using Student's T-test check if mean daily return is 0

casestudy-wqu-impliedvolatility

Calculate Implied Volatility using Newton's method

casestudy-wqu-indexreplication

Check how many stocks (and which) are required to replicate an Index

casestudy-wqu-investinginindex

WQU case study which analyses returns on SP500 and Nasdaq Indices from 2015 to 2017. Linear Regression analysis. Normality test

casestudy-wqu-investmentfundanalysis

Theoretical Calculations

casestudy-wqu-investmentinindex

WQU case study which analyses returns on SP500 and Nasdaq Indices from 2015 to 2017

casestudy-wqu-linearregressionsimple

Simple Linear Regression is used to analyse significance of alpha and beta coefficients (for stock returns time series)

casestudy-wqu-monte_carlo_integration

Monte Carlo Integration and Markov Chains. Theoretical

casestudy-wqu-pm1

Combine stocks in portfolios and show that it is possible to achieve the same returns with much lower risk

casestudy-wqu-stockpriceforecast

Forcast a stock price using random walk equation with parameter from normal and uniform distribution. Compare these 2 cases

excel

Some tips working with Excel

finance

Finance & Investment

how_to

Store here some useful instructions for potentially repeating (painful) tasks

iq_tests_solution

Tests ans solutions to prepare for interview and for fun

knowledge-database-hard-skills

Set of mindmaps hard skills

knowledge-database-soft

Soft skills

master-thesis-wqu

check if sustainable investment strategies (SRI) lead to underperformace

master-thesis-wu

Hierarchical Risk Parity portfolio optimization VS Minimum Variance optimization

miniproject-wqu-acf_pacf_arima

The project studies ARIMA model

miniproject-wqu-applyvsmicrosoft

Stocks Performance comparison (basic characteristics)

miniproject-wqu-capm

Implement CAPM Model in Python and Excel

miniproject-wqu-descriptivestats

Implementing Descriptive Statistics in Python and Excel

miniproject-wqu-ols_disneysp500

In this assignment, we want to evaluate how Disney performed as an invest- ment between October 2008 and September 2013 and how risky it is. To do that we need to regresse monthly raw returns on Disney against returns on the S&P 500 over that period. Analyze parameters of the resulting regression model.

miniproject-wqu-trendciclegdp

Analyse Trend and Cicle part in GDP data

pankoaliaksandr

Overview

project-management

This repository is a knowledge hub for Project Management skills

project-sustainability-research

project-wqu-arma_predictionscommodity

ARMA model implementation and prediction of in Commodity Market