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  1. go-together go-together Public

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  2. P1-InsperQuantitativeFinance P1-InsperQuantitativeFinance Public

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    Factor-based MVP portfolio optimizer using Fama-French 5-factor model. Achieves 11% Sharpe improvement over sample covariance with 27% lower max drawdown in 10-year out-of-sample backtest. Python |…

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    Quantitative momentum trading strategies: CSMOM vs TSMOM comparison with parameter optimization. Achieved 24% CAGR and 1.22 Sharpe ratio over 10 years. Complete Python implementation with transacti…

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    Esse é o primeiro repositório que está sendo criado para a aula de Design de Software.

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