Evangelos Drellias's Projects
This comprehensive, hands-on course provides a thorough exploration into the world of algorithmic trading, aimed at students, professionals, and enthusiasts with a basic understanding of Python programming and financial markets.
This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometrics, risk and portfolio management, algorithmic trading, and financial forecasting. (first taught at Virginia Tech in 2019)
Class Materials for 47-809 Computational Methods for Economics at Carnegie Mellon
Introduction to C++ course for the Graduate School at Imperial College
Python toolkit for quantitative finance
Python modules for time-series analysis and empirical asset pricing.
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
Jupyter notebooks on time series econometrics topics.