GTSF-Quantitative-Sector
- 33 followers
- Georgia Tech
Popular repositories Loading
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polygon-io-backtester
polygon-io-backtester PublicBacktesting framework developed for the GTSF Investments Committee Quant Sector using data from Polygon.io
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vc2_webapp
vc2_webapp PublicEasily calculate VC2 Score. GT Student Investments Committee Quantitative Sector Project.
HTML
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Trade-Analysis
Trade-Analysis PublicTo determine which of our recent trades (current and past semester) are currently outperforming their sector etf. If the trades are currently open (have not been closed by selling shares), the sect…
Python
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Dynamic-Correlation-2
Dynamic-Correlation-2 PublicImproving upon first Historical Correlation.
Python
Repositories
- Gamma-Scalping Public
- g-score Public
- polygon-io-backtester Public
Backtesting framework developed for the GTSF Investments Committee Quant Sector using data from Polygon.io
- Dynamic-Correlation Public
- Black-Litterman-Model Public
- Trade-Analysis Public
To determine which of our recent trades (current and past semester) are currently outperforming their sector etf. If the trades are currently open (have not been closed by selling shares), the sector outperformance should be live as price changes every day. If trades have been closed, we should display statically the performance of that trade vs…
- Up-vs.-Down-Capture Public
Calculating the capture of various securities in different market conditions relative to the benchmark.
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