GitHub - VRYCN/BTQuantStrategist: These files are developed by quantsdynamics team. You can use them for education as well as your work implementation freely.

Name		Name	Last commit message	Last commit date
Latest commit History 17 Commits
Academic Paper		Academic Paper
Kelly Criterion Lab		Kelly Criterion Lab
Monte Carlo Simulation - Case Study		Monte Carlo Simulation - Case Study
Portfolio Optimization Constrained		Portfolio Optimization Constrained
Portfolio Optimization Non Constrained		Portfolio Optimization Non Constrained
Skewness Test/FTX Case		Skewness Test/FTX Case
Time Series Analysis - AR and MA Process		Time Series Analysis - AR and MA Process
Time Series Analysis - GARCH		Time Series Analysis - GARCH
Time Series Analysis - Stationary Breakdown		Time Series Analysis - Stationary Breakdown
Value at Risk - Parametric Method with Scaling		Value at Risk - Parametric Method with Scaling