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Achievement: YOLOAchievement: Pair Extraordinairex2Achievement: Pull Shark

Achievements

Achievement: YOLOAchievement: Pair Extraordinairex2Achievement: Pull Shark

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  1. Daniel-Jensen/Quantitative_Model Daniel-Jensen/Quantitative_Model Public

    Python 1

  2. curves curves Public

    Python

  3. fx-basis fx-basis Public

    G10 cross-currency basis + FX carry/value/momentum factor model: a from-scratch research stack (CIP/OIS basis, Fama-MacBeth cross-sectional fair value, dollar-neutral portfolios, variance targeting…

    Jupyter Notebook

  4. nowcast nowcast Public

    Two-stage UK CPI YoY nowcast: AutoARIMA anchor + a half-shrunk TVP/LGBM cost-push overlay (AA + 0.25·TVP + 0.25·LGBM). Reference-month nowcast (info ≤ month-end T), an 8-factor pub-lag hierarchy, e…

    Python