Ronald Sutedja's repositories
daily-interview-pro
My solutions for the Daily Interview Pro questions https://www.techseries.dev/daily
STAT_COMP
Statistical Computing (STT 802, EPI853b)
EatsPlusPlus
Node, Express, and MySQL powered restaurant rating and review application.
VoiceBot
VoiceBot Media Assistant
demo_barra
Implementation of several permutations of the popular Barra-style risk model using statsmodels.
conjugate_prior
Implementation of the conjugate prior table for Bayesian Statistics
StarTrader
This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy gradient (DDPG) learning algorithm.
quantitative-investment-portfolio-analytics-in-r
Daily kata from Quantitative Investment Portfolio Analytics In R
ai-nasdaq100
AI models for predicting the Nasdaq 100 index
real-time-stock-analysis-platform-1
Real-time Stock Clustering and Prediction
reveal.js
The HTML Presentation Framework
systemic-risk-dashboard
A Jupyter dashboard depicting the effects of various financial regulations on systemic risk.
rebal-costs
My thesis project.
Hedge-Fund-replication
This project tries to replicate hedge funds returns.
quant-notes
Quantitative Interview Preparation Guide, updated version here ==>
rh-profit-and-loss
Get profit and loss for your trading on Robinhood, export trades/dividends/options history, generate buy-and-hold comparison
Udemy-Python-for-Data-Science-and-Machine-Learning-Bootcamp
Code Repo with My Solved Exercises From the Udemy Bootcamp
multi-factor-model
Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.
dealornodeal
Deal or No Deal Game for GA WDI Project 1
Thinkful-
A repository for my data science bootcamp work.
stockindex
Experimenting with index rebalancing algorithms.
vix
Agent-based Simulation of a Simple Stock Market
Ecommerce
Simple Ecommerce with Paypal Integration (PHP)
equity-risk-model
:chart: A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
financial-engineering
Applications of Monte Carlo methods to financial engineering projects, in Python.
SubMicroTrading
Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)
implied-volatility-smirk-trading
The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
Barra-Multiple-factor-risk-model
Barra-Multiple-factor-risk-model