Aaron De la Rosa's Projects
Implementing Bollinger Bands for TSLA using Python
Stock Price Forecasting using GBM
Forecasting Stock Price (NVDA) using Prophet
Forecasting Stock Price using Recurrent Neural Network and Long Short Term Memory
Implementing Heston Model in Python
Heston Model Calibration
Implementing Bachelier Model
Implementing Bachelier Model
Breeden Litzenberger in Python
IMPLEMENTING GARCH(1,1) MODEL FOR TSLA IN PYTHON BY USING VSC
Implementing MACD in Python
Implementing Monte Carlo and Bootstrapping in Python
Pairs Trading Strategy in Python
Stochastic Oscillator in Python
Implementing VaR in Python. Historical, Parametric and Monte Carlo Simulation Methods.
Implementing Jump Diffusion in Python
Mean Reversion Trading Strategy in Python
Modelling Index Volatility using Ornstein Uhlenbeck Process
Modern Portfolio Theory using Interactive Charts
Optimized Portfolio using PyPortfolioOpt and Interactive Graphs
PCA and Monte Carlo Simulation for Vasicek Model
Portfolio Optimization and Value at Risk using Monte Carlo Simulation and Scipy Optimize
Portfolio Optimization by using TAGNAMM
Portfolio Optimization using different methods and solvers
Portfolio Optimization using Riskfolio-Lib
Portfolio Optimization using scipy.optimize library
We implement Portfolio Performance and Efficient Frontier in Python using Visual Studio Code
Implementing a Lookback Call Option in Python
Pricing a Barrier Option