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ahgperrin/README.md

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HI THERE

Welcome on my GitHub !

I am

I am Antoine, a Finance and Computer Science passionate who has evoluated as different positions in finance industry.

You can find out more about me on LinkedIn.

Favorite Weapons 🏹

Area of interests

Quantitative Finance

Financial modelling 
Derivatives Pricing
Calibration
Yield Curve construction (Interpolation and 
stochastic process)

Portfolio Optimization

CVaR Minimisation
Markovitz Based modelling
Beta Zero

Econometrics

Linear regression
Multiple linear regression
GARCH / ARIMA for time series modelling
Fitting and performance capabilities

Trading Algorithms

Strategy construction based on Economics, quantitative
even econometrics parameters
Implementation from data analysis to market descision
Backtesting

Business management in financial context:

Reporting tools
Result calculation
Performance contribution and attribution

Popular repositories Loading

  1. PyCurve PyCurve Public

    PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.

    Python 38 7

  2. lib_partageable_Linux lib_partageable_Linux Public

    Forked from nikolaspaci/lib_partageable_Linux

    Makefile

  3. python_cpp python_cpp Public

    Forked from 134567samira/python_cpp

    Makefile

  4. ahgperrin ahgperrin Public

    Config files for my GitHub profile.

  5. KeyGeneration KeyGeneration Public

    CPP/Python secp256k1

    PHP

  6. EuroVanillaPricer EuroVanillaPricer Public

    Option Pricing Using C++

    C++