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MSc. in Financial Mathematics at UChicago
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MSc. in Financial Mathematics at UChicago

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  1. quant-trading-final-project quant-trading-final-project Public

    Final Project for Quantitative Trading Strategies (FINM 33150 course, University of Chicago)

    Jupyter Notebook 2

  2. FM-ReturnPrediction FM-ReturnPrediction Public

    A replication of Lewellen (2015), "The Cross-Section of Expected Stock Returns," focusing on forecasting stock returns using Fama-MacBeth regressions and firm characteristics from CRSP and Compustat.

    Jupyter Notebook

  3. time-series-eviews time-series-eviews Public

    A Comprehensive Python Package for ARMA, GARCH, and VAR Modeling with Full EViews-Like Diagnostics

    Python

  4. finm-portfolio-2024 finm-portfolio-2024 Public

    Forked from MarkHendricks/finm-portfolio-2024

    Jupyter Notebook

  5. finm-data-analysis-2024 finm-data-analysis-2024 Public

    Forked from MarkHendricks/finm-data-analysis-2024

    Jupyter Notebook

  6. finm-fixedincome-2025 finm-fixedincome-2025 Public

    Forked from MarkHendricks/finm-fixedincome-2025

    Jupyter Notebook

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