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Ivan-Finance/README.md

Learning to read markets through data.


asset classes
Asset classes - normalized performance & correlations

I'm Ivan, a finance student drawn to the quantitative side of markets.
I study how volatility, risk, and portfolio behavior can be understood
through data and structured reasoning.



Project What it explores
馃搲 VIX & Volatility Analysis Regime classification, realized volatility, VIX vs S&P 500
馃搳 Tactical Asset Allocation How shifting market conditions should drive portfolio weights
馃搱 VaR Simulation Historical Simulation, Parametric (Gaussian), Monte Carlo
馃摪 Pairs trading Spread analysis, z-score signals and ADF cointegration test
馃 Dino Explorer API integration, PDF export, CLI design

ret_distributions
Monthly return distributions across strategies



cumulative_growth
Cumulative growth across market regimes

Python 路 Pandas 路 NumPy 路 Matplotlib


LinkedIn 路 GitHub Projects

Pinned Loading

  1. Volatility-index-analysis-VIX Volatility-index-analysis-VIX Public

    Quantitative analysis of VIX and S&P500 to study volatility regimes and market fear using Python & Pandas.

    Jupyter Notebook 2 1

  2. Dino_Explorer Dino_Explorer Public

    Interactive Python dinosaur encyclopedia with taxonomy, size, fossils, images, and fun facts.

    Python 1

  3. var_simulation var_simulation Public

    Python based portfolio risk analysis tool that computes VaR and CVaR using 3 different methods: Historical Simulation, Parametric and Monte Carlo

    Python 1

  4. pairs_trading pairs_trading Public

    Statistical arbitrage strategy in Python: spread analysis, z-score signals and ADF cointegration test on stock pairs

    Python 1