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1. LLM-News-Trading LLM-News-Trading Public

   Training a deep neural network to predict stock price movements based on intra-day financial news using a RoBERTa transformer.

   Jupyter Notebook 1

2. Markov-Regime-Switching-GARCH-Volatility Markov-Regime-Switching-GARCH-Volatility Public

   Forecasting S&P500 index returns and volatility using a markov-switching GARCH model

   R 1 2

3. VIXTermStructureTrading VIXTermStructureTrading Public

   Implementing with backtrader a strategy that is based on VIX term structure from a paper

   Python

4. AGD-Challenge AGD-Challenge Public

   Solution for uni class intern forecasting challenge (1st place)

   Jupyter Notebook

5. WikifolioScraper WikifolioScraper Public

   Scrapes asset allocation data from the wikifolios with most AUM

   Python

6. Computational-Finance-SS2022 Computational-Finance-SS2022 Public

   Implementation of various option pricing methods.

   Python