Designed for the technical review of interested parties, this repository serves as my Quant Finance Coding Portfolio, showcasing projects that demonstrate my understanding and application of quantitative finance concepts and methodologies across multiple programming languages. The projects contained within this repository cover a wide range of topics essential to the understanding of quantitative finance, including but not limited to, quantitative risk management, counterparty credit risk modeling, derivative pricing, and algorithmic trading strategies.
It is important to note that this repository does not claim originality for the methods, ideas, or concepts demonstrated within the projects. Many of the projects are adapted from academic works of esteemed researchers and practitioners in the field of quantitative finance, emphasizing my ability to reinterpret and apply complex theories in practical coding scenarios. This portfolio aims to provide a comprehensive view of my technical skill set and analytical capabilities in the field of quantitative finance, with the intention of reflecting both my dedication and proficiency. Full credit is given to the original authors, and references to their work are included in each project where applicable.
This portfolio is a continuously evolving repo.