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P1-InsperQuantitativeFinance
P1-InsperQuantitativeFinance PublicQuantitative Finance Project 1 — Equal-Weight vs Value-Weight Portfolios (Benchmark: S&P 500)
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P2-InsperQuantitativeFinance
P2-InsperQuantitativeFinance PublicPortfolio optimization using Markowitz Theory | Python + SciPy | Efficient Frontier | Max Sharpe: 1.313 | Long-only constraints | Quant Finance
Jupyter Notebook 1
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P3-InsperQuantitativeFinance
P3-InsperQuantitativeFinance PublicFactor-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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P4-InsperQuantitativeFinance
P4-InsperQuantitativeFinance PublicQuantitative 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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Flappy-Insper
Flappy-Insper PublicEsse é o primeiro repositório que está sendo criado para a aula de Design de Software.
Python
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