Natural Language Processing on Stocks' Earnings Call Transcripts: An Investment Strategy Backtest Based on S&P Global Papers.
This repository contains a collection of functions to evaluate investment strategies regarding multiple testing concerns.
Replication data and code for "Strategic Asset Allocation Revisited" published on Substack: https://policytensor.substack.com/p/strategic-asset-allocation-revisited.
This project uses stochastic approximation algorithms to optimize investment strategies and queueing systems. Techniques include the Simultaneous Perturbation Stochastic Approximation (SPSA) for maximizing the Sharpe ratio and Stochastic Approximation (SA) for minimizing waiting times in a GI/GI/1 queue.
Implementation of financial optimization models and efficient frontiers
This project looks at the performance of the stock market Tech sector on the Nasdaq index, analyzing the relationship between Operating Cash Flow and Capex, and it’s effect on overall returns.
Quantitative platform for investment strategies with real-time data integration, supporting flexible portfolio management via UI/GUI
A simple trading algorithm for SPY ETF using a moving average crossover strategy. This project analyzes SPY weekly price data, implements a buy/sell algorithm, and tracks performance metrics to evaluate profitability and risk. Ideal for learning algorithmic trading basics and financial data analysis.
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