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quantthieres/README.md

Lucas Thieres

"Turning data and economic theory into investment decisions"

MSc student in Applied Economics at UFOP, focused on Financial Markets, Econometrics, and Quantitative Modeling. I am interested in transforming data and economic theory into investment decisions.

About me:

I have a background in Economics and currently deepen my knowledge in econometrics, quantitative finance, and data analysis. I aim to apply quantitative methods to understand asset behavior, risk, and returns in financial markets.

Areas of interest:

  • Asset Pricing
  • Portfolio Optimization
  • Fixed Income and Yield Curves
  • Macroeconomics applied to financial markets
  • Econometric Models

Methods:

  • Econometrics
  • Time Series
  • Portfolio Optimization
  • Data Analysis

Tools and technologies:

              

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  1. capm-analysis-python capm-analysis-python Public

    CAPM estimation using Python with regression analysis on financial market data

    Jupyter Notebook 1

  2. markowitz-portfolio-optimization markowitz-portfolio-optimization Public

    Markowitz portfolio optimization in Python using historical market data and Sharpe ratio maximization.

    Jupyter Notebook 1