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Exploring quantitative and computational finance topics as well as upload of personal projects.

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Finance

Finance repository as a way to integrate investment management knowledge with Python and R computer code

This repository contains some small programs that I have done that are simple applications of concepts I learnt in my years studying finance in universities around the world.

1. Fund Analysis

Is a framework for the analysis of fund returns that looks at the risk-adjusted performance metrics relative to a certain number of benchmarks.

2. Simple Financial Database

Is a program written using object-oriented programming that returns certain info about stocks or a number of stocks (volume, price, industry sector).

3. Taylor Rule Implementation of the Fed's Monetary Policy

A Taylor rule is a monetary policy that stipulates how much the central bank should change the nominal interest rate in response to changes in inflation, output and other economic conditions. It is used to establish the monetary policy rate (federal funds rate for U.S. case). It is part of the debate rules version discretion in monetary theory. Should central banks disclose the algorithm for setting their policy rate or not? There are advantages and disadvantages. Some say that higher transparency may reduce the element of surprise of monetary policy decisions and therefore reduce the impact of them.

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Exploring quantitative and computational finance topics as well as upload of personal projects.

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