Quantitative Models

Classical Mean-Variance Portfolio Optimization using Python
Dynamic Beta Estimation in Financial Markets using Kalman Filter Regression
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Hidden Markov Model Analysis of the Nifty 50 Index
Mean-Reversion Trading Strategy Using the Ornstein-Uhlenbeck Process
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Monte Carlo Simulation for Stock Price Forecasting and Prediction Interval Generation
A Comparative Analysis of Brownian Motion, Geometric Brownian Motion, and a Jump-Diffusion Model
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Aalaap Thakkar

Decoding Markets Through Data & Discipline

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aalaapt@gmail.com

(+91) 940-850-6777

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