Jacky's repositories
koujackysaid.github.io
Jacky's Personal Website
DCF_Model
A DCF model to estimate the fair price/intrinsic value of NVDIA with notes to explain terms and assumptions, also with sensitivity test
binomial-pricing-model
Design a binomial pricing model to calculate option values
bond_price_approximated-yield-calculator
a calculator generate bond priced and approximated bond yield, with explanations
pair-trading_mean-reversion
Pair trading of stock, seeking for high correlated pairs with stationary time series(spread or ratio), standardised the spread or ratio and test for it's normality. Based on the +-1 std to create long/short signals of the pairs.
Capital-Asset-Pricing-Model
CAPM model, net return, residual analysis
Portfolio-Optimization_ETF
Conduct portfolio optimisation to find the Efficient Frontier, review the weight of assets to have the best risk reward ratio.
Option_Strategies_Calculator
A simple calculator for standard option strategies: