Welcome to my quantitative finance repository! This project serves as my personal journey into the world of financial models, algorithms, and quantitative analysis.
The primary goal of this repository is to learn, implement, and document various quantitative finance models. By building these algorithms from scratch, I aim to develop a deeper understanding of the mathematical theories and practical applications that drive modern finance.
This space is for experimentation, learning, and creating a personal library of financial tools.
Here you will find implementations and explanations for various models. Each model will have its own detailed documentation.
- Arbitrage Pricing Theory (APT): A flexible multi-factor model that explains asset returns using various macroeconomic or theoretical risk sources.
- The Capital Asset Pricing Model (CAPM): A foundational model for determining the expected return on an asset based on its systematic risk.
- The Carhart Four-Factor Model: Builds on the Fama-French model by including a fourth risk factor for momentum (MOM).
- The Fama-French Three-Factor Model: An extension of the CAPM that adds size (SMB) and value (HML) risk factors to better explain stock returns.
More models and algorithms will be added as I continue to explore the field.
note: i do not like the usage of ai when coding, to explain and understand, yes, not giving answers. no point in learning then if it's giving you all the answers.