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thinking
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thinking
  • Analytics at Wells Fargo
  • Raleigh

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  1. Heston-Options-Pricing-Engine Heston-Options-Pricing-Engine Public

    A full-stack quantitative finance platform for pricing, calibrating, and analyzing options under the Heston stochastic volatility model.

    Python

  2. Volatility-Modeling-using-GARCH Volatility-Modeling-using-GARCH Public

    This project investigates the modeling of financial market volatility using the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model, specifically focusing on the GARCH(1,1) spec…

    Jupyter Notebook

  3. Portfolio-Risk-Factor-Attribution Portfolio-Risk-Factor-Attribution Public

    Quantitative return attribution of a U.S. equity portfolio using the Fama-French 5-Factor model with OLS regression and diagnostics.

    Jupyter Notebook