Final project for the Investments course at EPFL. We evaluate the benefits of international diversification and various dynamic strategies (momentum, reversal, carry, dollar) using real market data. The project includes code, data processing, visualizations, and a full written report.
python finance epfl investments quantitative-finance portfolio-management momentum-strategy financial-modeling carry-trade international-diversification reversal-strategy currency-hedging
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Updated
Jun 15, 2025 - Jupyter Notebook