Triangular arbitrage engine for cryptocurrency markets, written in Rust
This project provides a powerful tool for stock market analysis and portfolio management, combining multiple forecasting models, technical analysis, and risk management features. Built with modern Python libraries and Streamlit for an intuitive user interface.
Institutional-style portfolio risk management dashboard built in Python featuring Historical VaR, Monte Carlo VaR, Expected Shortfall (CVaR), stress testing, risk attribution, and interactive Plotly dashboards.
End-to-end quantitative framework for power markets: MRJD spot calibration, no-arbitrage forward curve construction, Monte Carlo derivatives pricing, VaR/CVaR tail risk, and weather-driven real-option valuation of a gas plant.
Aplicação interativa para otimização de portfólio usando o modelo de Markowitz. Visualize a fronteira eficiente, realize backtests e gere relatórios detalhados de desempenho.
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