Name: Artur Sepp
Type: User
Bio: PhD in Statistics with expertise in systematic strategies, quantitative investing, volatility models, data science with Statistical and Machine Learning methods
Twitter: artursepp
Location: Switzerland
Blog: https://artursepp.com/
Artur Sepp's Projects
Pythin functionality for getting different data from Bloomberg: prices, implied vols, fundamentals
Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models