Tracking Brazilian Investment Funds Data

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

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

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

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.

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, De…

A few VBA studies

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.

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.

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

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

A series of solutions for common coding problems