Historica VaR, cVaR, and Montecarlo Simulation
Published in Github, 2024
Historical VaR, cVar, and by Monte Carlo simulation of a $1,000,000 portfolio.
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Publications
Quant Stat Library Tracking Error Portfolio
Published in Github, 2024
Tracking Error of a portfolio vs SPY and short selling strategy
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Mean Variance Portfolio Optimization Short Sales
Published in Github, 2024
Optimize a portfolio by maximizing the Sharpe Ratio and using short sales strategy
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Mean Variance Portfolio Optimization
Published in Github, 2024
Optimize a portfolio by maximizing the Sharpe Ratio
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Evolution of COVID-19 in Perú
Published in Github, 2023
This project shows us some indicator like deads, infections and vacines of COVID 19 in Perú
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Replication of the Convergence Hypothesis
Published in Github, 2023
We work with countries characteristics database in order to test the convergence hypothesis using OLS, Double Lasso using CV, Double Lasso using HDM package, using partialling out approach.
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