Finance & Economics

Transitioning my academic research work from Matlab to Python.

I'll cover a variety of topics from my academic research and as an industry practitioner. These areas include portfolio management, efficient frontier, mean-variance optimization, full-scale optimization, tail risk, volatility modelling, economic scenario generation/forecasting, copulas and systemic risk.

Sometimes you might see blank or unfinished posts. I'll come back to them in time.

If you're keen to learn more about a topic , contact me or make a comment on the relevant post.