Ricardo Henriquez's repositories
academicpages.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
Article.EikonAPI.Python.PortfolioOptimization
This Jupyter Notebook illustrates investment portfolio optimization in Modern Portfolio Theory.
Asset-Pricing-Series
Asset Pricing projects both traditional and Deep Learning approaches
Bond-Risk-Premia
Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python
CoreNLP-for-Finance
Improve CoreNLP to parse Financial data
Corruption
Test Casuality for corruption and investments
CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
Example.EikonAPI.Python.DiversityAndInclusion
Compare the Diversity and Inclusion metrics of an organization using the ESG dataset in Eikon
exchange-rate-reconnect
Replication code for "Exchange Rate Reconnect"
fire
Fixed Income and ESG analysis
labbot
A robot research assistant for Python
latexamu
classe LaTeX thèses AMU
Python_Portfolio__VaR_Tool
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
quant
Quantitative Analysis Research see more at https://teddykoker.com