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Bocconi Students Investment Club

Github repository for public Bocconi Students Investment Club code projects

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  1. VaR VaR Public

    Simple VaR calculation in Python, both for single value and VaR series in time. Supported formulas at the moment include: Parametric Normal, Parametric EWMA, Historical Simulation and Filtered Hist…

    Python 40 18

  2. Pairs-Trading-Backtesting Pairs-Trading-Backtesting Public

    Pairs trading backtesting enviroment built with Python.

    Jupyter Notebook 14 4

  3. bsic_hephaestus_paper bsic_hephaestus_paper Public

    Jupyter Notebook 3

  4. StockInfo StockInfo Public

    Shiny app, built with Quantmod in R to provide easy access to essential financial data.

    R 1 1

  5. PairsTradingGLASSO PairsTradingGLASSO Public

    Jupyter Notebook 1

  6. bsic-systematic-credit bsic-systematic-credit Public

    Repository for the BSIC Systematic Credit Article

    Jupyter Notebook

Repositories

Showing 7 of 7 repositories
  • Curvy-CUSIPs-fork Public Forked from yieldcurvemonkey/Curvy-CUSIPs

    Fork of CurvyCUSIPs

    BSIC/Curvy-CUSIPs-fork’s past year of commit activity
    Jupyter Notebook 0 MIT 13 0 0 Updated Dec 15, 2024
  • bsic_hephaestus_paper Public
    BSIC/bsic_hephaestus_paper’s past year of commit activity
    Jupyter Notebook 3 0 0 0 Updated Jun 21, 2024
  • bsic-systematic-credit Public

    Repository for the BSIC Systematic Credit Article

    BSIC/bsic-systematic-credit’s past year of commit activity
    Jupyter Notebook 0 0 0 0 Updated May 12, 2024
  • PairsTradingGLASSO Public
    BSIC/PairsTradingGLASSO’s past year of commit activity
    Jupyter Notebook 1 0 0 0 Updated Feb 23, 2023
  • Pairs-Trading-Backtesting Public

    Pairs trading backtesting enviroment built with Python.

    BSIC/Pairs-Trading-Backtesting’s past year of commit activity
    Jupyter Notebook 14 4 1 0 Updated May 8, 2022
  • VaR Public

    Simple VaR calculation in Python, both for single value and VaR series in time. Supported formulas at the moment include: Parametric Normal, Parametric EWMA, Historical Simulation and Filtered Historical Simulation with EWMA.

    BSIC/VaR’s past year of commit activity
    Python 40 GPL-3.0 18 2 0 Updated Mar 10, 2017
  • StockInfo Public

    Shiny app, built with Quantmod in R to provide easy access to essential financial data.

    BSIC/StockInfo’s past year of commit activity
    R 1 GPL-3.0 1 0 0 Updated Apr 26, 2016

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