Bocconi Students Investment Club
Github repository for public Bocconi Students Investment Club code projects
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Pairs-Trading-Backtesting
Pairs-Trading-Backtesting PublicPairs trading backtesting enviroment built with Python.
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bsic-systematic-credit
bsic-systematic-credit PublicRepository for the BSIC Systematic Credit Article
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- Momentum_ML Public
BSIC/Momentum_ML’s past year of commit activity - bsic_hephaestus_paper Public
BSIC/bsic_hephaestus_paper’s past year of commit activity - PairsTradingGLASSO Public
BSIC/PairsTradingGLASSO’s past year of commit activity - VaR Public
Simple VaR calculation in Python, both for single value and VaR series in time. Supported formulas at the moment include: Parametric Normal, Parametric EWMA, Historical Simulation and Filtered Historical Simulation with EWMA.
BSIC/VaR’s past year of commit activity - StockInfo Public
Shiny app, built with Quantmod in R to provide easy access to essential financial data.
BSIC/StockInfo’s past year of commit activity
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