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backtesting-framework

Code dedicated to implementing a framework for backtesting the following strategy: every Y days go long (buy) the P% stocks with the lowest/higher X ratio.

coding-problems-and-solutions

A series of solutions for common coding problems

estudies-vba

A few VBA studies

finance-ii-insper

Code written by Arthur Wachslicht and Pedro Osorio for the Finance II course project at Insper. Topics are mainly related to efficient Markowitz frontier for optimal asset allocation.

finance-iii-insper

Code written to implement some of the models seen in the Finance III class at Insper. Topics such as Black & Scholes for option pricing and Flat-forward interpolation of Yield Curves were covered.

google-trends-daily-mail

Google Trends daily e-mail bot to provide users with the main topics that were googled each day

macro-monitor

Macro Monitor developed to e-mail daily macroeconomic reports in a PDF format containing macroeconomic data.

pedroosorio98.github.io

predictive-modeling-insper

Final project developed for the Predictive Modeling class at Insper. The work consists of a detailed explanation and implementation of a few artificial intelligence algorithms (Regression Trees, Decision Tree's for binary classification, Multiple Linear Regression, K-NN, Logistical Regression, Boosting, Random Forest etc).

projects-2020

A series of notebooks that deal mostly with general topics in finance and economics, all written in Python and R

projects-2021

pyfinlib

PyFinLib is being designed to become in the future a library for the implementation of common finance tools, mainly related to portfolio optimization, backtesting and risk management

python-for-data-science-insper

Project developed for the Python for Data Science class at Insper.

synthesi

Tracking Brazilian Investment Funds Data