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Quant Finance Lab

Third-year Computer Engineering student - building a public lab docummenting experiments in quantiative finance, portfolio optimization, and risk modeling.

Purpose

This repository serves as a research & development hub for:

  • Pricing models and derivatives analysis
  • Portfolio construction and allocation strategies
  • Machine learning and Quantum applications in financial markets
  • Optimization techniques for trading and risk management

Sturcture

(Planned - will evolve as research and studies progresses)

  • notebooks/ # Research notebooks (yyyy-mm-dd-topic.ipynb)
  • projects/ #Mini case studies with short reports
  • src/ # Reusable code (models, pipelines, utils)
  • docs/ # Notes, preferences, and technical summaries
  • resources/ # Curated books, papers, datasets (will contain links only)

Tech Stack

Languages & Labraries: Python, NumPy, Pandas, SciPy, Scikit-learn, PyPortfolioOpt, Matplotlib, StatModels, C++ Tools: Jupyter, Git, Github Actions (CI/CD), Conda/Micromamba Domains: Quantiative Finance, Optimization, Risk Modelling, Machine Learning

License

MIT Licance - see the LICENSE file for details.

This lab is a work in progress — structured for reproducibility, transparency, and continuous improvement.

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Reproducible research notes, models, and experiments in quantitative finance.

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