Dannie Chen danniecuiuc

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1. PyPortfolioOpt

   Forked from robertmartin8/PyPortfolioOpt

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

   Jupyter Notebook 1

2. bda

   big data analytics, machine learning, logistic regression, lasso regression, cross validation, random forest, bagging - fin580

   HTML

3. dspyfin

   Advanced Data Science and Python for Finance Projects - Backtrader Python

   Jupyter Notebook

4. fe

   financial engineering projects fin514 - complex derivatives pricing, Monte Carlo simulations, binomial tree modeling, FD(cn, explict) methods, PDE derivation

   HTML

5. frm

   quant risk modeling fin567 - VaR, ES, EVT, NGARCH, ARMA models & counterparty credit risks

   R

6. zipline

   Forked from quantopian/zipline

   Zipline, a Pythonic Algorithmic Trading Library

   Python