Crowded-trades-Sector-rotation

Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timing. The Journal of Portfolio Management, 45(5), 46-57.

Time-Series-Models-using-python

Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts

Credit-Risk-Models-PD-LGD-EAD-Expected-Loss

We calculate PD,LGD,EAD and Expected loss using logistic and beta regression.

Computational-Finance-using-mathematica

# Wolfram mathematica notebooks for computational finance

Asset-Management-Using-Python-Advanced-L2

This repository include notebooks that use machine-learning approaches in solving investment management problem. We employ factor models,Graphical analysis, Markov regime switching model.