This repository contains a collection of quantitative projects I have completed as part of my university studies. Each project is located in its own subdirectory and includes the complete source code implementations and analysis of the results.
Here is an overview of the projects included:
- Traditional Portfolio Optimization: Portfolio optimization and evaluation using traditional models, including tangency portfolio with Capital Asset Pricing model and long-short portfolio with Fama-French factor model
- Credit Risk Modeling: Credit risk modeling of retail bank loans, construction and evaluation of probability of default models using XGBoost and Logit
- Housing Prices and Distance to Necessities: Scrape house listing info from a real estate website and analyze how spatial characteristics impact property prices using standard OLS
- Bank Profitability and Interest Rates: Analysis of how general interest rates affect bank profitability metrics using linear projections model
- 2008 Crisis Impact on Swedish Exports: Analysis of how the 2008 crisis impacted Swedish exports compared to its peers using Difference-in-Difference model
I will include more projects as I progress in my studies