Skip to content
View rayhaanduong's full-sized avatar

Block or report rayhaanduong

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Popular repositories Loading

  1. Variance-reduction-basket-option Variance-reduction-basket-option Public

    Monte Carlo pricing of basket options with variance reduction techniques based on the work of Curran (1994) and Yongchao Sun and Chenglong Xu (2018), including a full report.

    Jupyter Notebook

  2. Evaluation-of-proxies-of-latent-variables Evaluation-of-proxies-of-latent-variables Public

    Inspired by Bai and Ng (2005), Evaluating Latent and Observed Factors in Macroeconomics and Finance. The purpose is to understand and implement their methodology for assessing observable variables …

    Jupyter Notebook

  3. Backtest-engine Backtest-engine Public

    This project implements a custom backtesting engine for medium-frequency trading strategies, build for experimentation.

    Python

  4. Portfolio-optimization Portfolio-optimization Public

    Minimizing the maximum drawdown, based on the work of Dorador 2024

    Jupyter Notebook

  5. QRT-data-Challenge QRT-data-Challenge Public

    My participation to the QRT challenge : The goal is to predict overall survival (OS) in patients diagnosed with acute myeloid leukemia (AML).

    Jupyter Notebook