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  1. VaR-Calculation VaR-Calculation Public

    Calculates the VaR for a stock portfolio using normal, EMWA and historical distributions

    Jupyter Notebook

  2. Portfolio-Optimization-and-Performance Portfolio-Optimization-and-Performance Public

    Creates a mean-variance optimized portfolio for a selection of stocks and measures its ex-ante and ex-post performance

    Jupyter Notebook

  3. Sports-Betting-Arbitrage-Algorithm Sports-Betting-Arbitrage-Algorithm Public

    Maximizes the profits for a given outcome(s) while hedging for multiple other (or all possible) outcomes

    Python