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@UOBQuants

The UoB Quants

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  1. Autocorrelation_ACF Autocorrelation_ACF Public

    Autocorrelation plot and Ljung-Box Q-Test

    MATLAB 1

  2. MarketCrawler MarketCrawler Public

    Python

  3. Market-Analysis Market-Analysis Public

    MATLAB

  4. PortfolioOptimiser PortfolioOptimiser Public

    We are building an optimiser with the goal of maximising the Sharpe ratio of a portfolio, subject to the condition that the portfolio is long three equities and short three.

    MATLAB 1

  5. Exercises Exercises Public

    Meucci Exercises

    MATLAB

  6. Report-Latex-Theme Report-Latex-Theme Public

    Use this theme to generate Latex Report

    TeX

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