MXCompFin Computational Finance

MXCompFin

MXCompFin is a project born in 2017 with the collaboration between David Montalván and Gerardo Alcalá.

The main purposes of the project are:

1. Educational purposes: We’re not here to make you rich but give you some insights about financial topics we consider interesting and/or relevants.

2. Fill the gap: We’re looking to fill the gap between mathematical theory and computational implementation of financial models.

Disclaimer

Use the material at your own risk, as stated above everything is for educational purposes only.

If you have any comments, feel free to contact us at: mxcompfin@gmail.com

Contents

• Downloading historical prices from Google Finance (Python)

• Neat implementation of Markowitz Efficient Frontier (R)

• Filtering Stocks using a Regression Model (R)

• Black Litterman on Real Stock Data (R)

• Portfolio’s Conditional Value-at-Risk Optimization (Python)

• Credit Scoring for Consumer Credit (R)