Summary of all my quant related projects

Introduction to Quant Finances with python

1. Review of Distributions and their moments

1.1 Random Distribution Declaration

1.2 Distribution Moments

1.3 Jarque-Bera Test

1.4 P-Values

2. Real Data Analysis

2.1 Sharpe Ratio

2.2 Time Series Representation

2.3 Normality test on assets

2.4 Value at Risk

3. Capital Asset Pricing Model

3.1 Introduction

3.2 Classification of investment strategies

3.3 Linear Regression

4. Hedging

4.1 Delta Neutral Vs Delta Deutral

4.2 Generalizing the coverage model

5. Factor Investing

5.1 Introduction and Code

6. Geometry of the variance-covariance matrix

6.1 Mathematical Introduction

6.2 Eigenvalues & Eigenvectors

6.3 Variance-covariance matrix

6.4 Implementation in code

6.5 How to use the covariance

7. Principal Component Analysis

7.1 Introduccion

7.2 Steps to follow

7.3 Code implementation