Jellen Vermeir's repositories
Financial_Risk_Modeling_Research
Practical applications towards risk-centric portfolio management
AlgorithmicTrading-Cointegration
Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market
Coinmarketcap_Web_Scraping
Scraping Historical Cryptocurrency Market Data from Coinmarketcap.com
Cryptocurrency_Trend_Regression
Simple trend predictions for bitcoin price data and cryptocurrency market capitalization.
Poker_HandEvaluation
Custom Java port of the Loki and Poki Poker bot hand evaluation subsystem (Papp. 1998)
Securities_Master_Database
Project includes scripts to set up a securities master database with stock and ETF timeseries data
Bitcoin_MACD_Strategy
Bitcoin - MACD Crossover Trading Strategy Backtest
FinancialEngineering
Matlab Financial Engineering Toolkit
MT4-Execution_Framework
Metatrader 4 Backtest and Execution Framework
Bitcoin_Mining_Backtest_Predictions
Bitcoin Mining - Historical Backtest and Future Profit Predictions
blue_magic_portfolio_allocation
Dynamic Recalculations of Weighted Blue Magic Capital Portfolio Allocations (CryptoCurrency)
Structuring_Hedging_HestonModel
Structuring and Hedging of a Partially Principal Protected Note under the Heston Model
Actuarial_Statistics
Project contains multiple smaller subprojects that lie in the domain of non-life insurance actuarial statistics
Blog_Public_GMV
Backtesting a Global Minimum Variance Portfolio in R
essentialjsonserializer_python
JSON (de)serialization of Complex Python Objects - Cross Language Communication
essentialjsonserializer_r
JSON (de)serialization of Complex R-objects - Cross Language Communication