This repository, mainly built around Computational Finance in Python, is a collection of Jupyter Notebooks categorized into folders sharing the same concepts.
In this section, I have implemented two concepts about Assets Allocation:
To implement this portfolio's weights calculation, I have used the Monte Carlo Simulation to simulate multiple portfolio's possibilities and then select the one having the maximum sharpe ratio.
To explain
TBD
TBD
TBD: SABR, Newton Raphson
TBD: Jump Diffusion, Black Scholes, Binomial Method, Monte carlo method + Greeks and visualisation
TBD: Var (histo, para, monte carlo) , cVar, Expected Shortfall
TBD: MA7 + MA21, Bollinger Bands, MACD, ...