Projects / 12
Quantitative Trading Curriculum
Self-directed curriculum to build the core tools of quantitative finance from scratch, from price models to backtesting.
Description
Self-directed curriculum to build the core tools of quantitative finance from scratch: price simulation, option pricing and Greeks visualization, Monte Carlo methods, volatility surface and implied volatility extraction, and backtesting of algorithmic strategies.
Skills
Stochastic simulation, option pricing, volatility analysis, backtesting.
Tools
Python.
Models
Geometric Brownian motion, Black–Scholes, Greeks, Monte Carlo, volatility surface, implied volatility via Newton–Raphson, moving-average crossover, RSI, Bollinger Bands.
Educational projects. Any results are hypothetical, based on historical or simulated data, and are not indicative of future returns. Nothing on these pages constitutes investment advice or a solicitation to invest.
Next project: AI Applied to Wealth Management
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