Name: Anurag Agrawal
Type: User
Company: Morningstar, Inc
Bio: Passionately analyse financial markets, build algorithms for trading; interest in Quantitative Analysis; Derivatives Pricing; Portfolio Management/Analysis.
Twitter: anuragagrawaal
Location: Bangalore, India
Blog: https://agrawalanurag1999.wixsite.com/matrixfinance-1
Anurag Agrawal's Projects
Financial Models in Python
A program for financial portfolio management, analysis and optimisation.
:snake: :arrow_right: :scroll: Auto-generate API documentation for Python projects
Projects_on_R_finance_economics
Portfolio Optimization
'Portfolio Analysis, methods for portfolio optimization'
Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Merten option pricing model and calculate the option Greeks. Hull, John C. "Options, Futures, and Other Derivatives" (1997, ISBN:0-13-601589-1). Fischer Black, Myron Scholes (1973) "The Pricing of Options and Corporate Liabilities" <doi:10.1086/260062>.
Collection of tools to calculate portfolio performance metrics. Portfolio performance is a key measure for investors. These metrics are important to analyse how effectively their money has been invested. This package uses portfolio theories to give investor tools to evaluate their portfolio performance. For more information see, Markowitz, H.M. (1952), <doi:10.2307/2975974>. Analysis of Investments & Management of Portfolios [2012, ISBN:978-8131518748].