cross-asset-investment-solutions
Project for the course "Cross Asset Investment Solution" with Paris-Dauphine University. The aim is to create a cross asset investment solution for a corporate client.
https://github.com/baptistezloch/cross-asset-investment-solutions
Science Score: 44.0%
This score indicates how likely this project is to be science-related based on various indicators:
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✓CITATION.cff file
Found CITATION.cff file -
✓codemeta.json file
Found codemeta.json file -
✓.zenodo.json file
Found .zenodo.json file -
○DOI references
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○Academic publication links
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○Academic email domains
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○Institutional organization owner
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○JOSS paper metadata
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○Scientific vocabulary similarity
Low similarity (5.4%) to scientific vocabulary
Keywords
Repository
Project for the course "Cross Asset Investment Solution" with Paris-Dauphine University. The aim is to create a cross asset investment solution for a corporate client.
Basic Info
Statistics
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0
- Releases: 0
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Metadata Files
README.md
Project for the course Cross Asset Investment Solution with Paris-Dauphine University.
The aim is to create a cross asset investment convex solution for a corporate client.
Setting up the project
Run the file install_for_windows.bat it will install dependencies and create a virtual environment for the project.
Or you can launch the following commands in your terminal :
- Windows
batch
python -m venv .venv
.\.venv\Scripts\pip.exe install -r requirements.txt
.\.venv\Scripts\pip.exe install -U pandas
- Linux/MacOS
shell
python -m venv .venv # or python3 -m venv .venv
./.venv/bin/pip install -r requirements.txt
./.venv/bin/pip install -U pandas
Main work location
All the code is in the src folder. The main analysis is located at src\backtest_portoflio.ipynb.
The project guidelines are in the static folder.
Owner
- Name: Baptiste ZLOCH
- Login: BaptisteZloch
- Kind: user
- Location: Gif-sur-Yvette
- Company: CentraleSupelec
- Website: www.zlochteamastro.com
- Repositories: 2
- Profile: https://github.com/BaptisteZloch
I'm currently student at CentraleSupelec with Computer Science specialization and a huge interest in Quantative Trading.
Citation (CITATION.CFF)
cff-version: 1.2.0
message: If you use this software, please cite it using the following DOI.
title: Creating a cross asset investment solution for a corporate client.
version: 0.2.1
authors:
- name: Alice MUNIER
email: alice.munier@dauphine.eu
- name: Jérémie VILPELLET
email: j.vilpellet@gmail.com
- name: Milo SEGUIN
email: milo.seguin@dauphine.eu
- name: Baptiste ZLOCH
email: baptiste.zloch@dauphine.eu
license: MIT
GitHub Events
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Dependencies
- black *
- bokeh *
- ipykernel *
- matplotlib *
- numpy *
- openpyxl *
- pandas *
- scipy *
- seaborn *
- statsmodels *
- tqdm *
- yfinance *