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NielsDueJ/README.md

Hi there 👋

Hi, I'm Niels

🎓 MSc Finance & International Business
👨‍💻 Young corporate finance and fintech professional
🌱 I’m currently working on portfolio management projects.

  • Risk Analysis: Using API's to fetch data on historic prices of stocks in my portfolio. Carrying out backtesting to derive expected Max Drawdown.

  • Watchlist: Using API's to fetch data on the stocks on my watchlist. Allows me to quickly gain an overview of the stock's performance.

  • Fundamental analysis: Using API's to fetch data and perform fundamental analysis on stocks from my watchlist.

  • Portfolio Optimization: Using simulation to optimize portfolios following the Max Sharpe and Min Volatility allocation methods. Data is gathered from Danish pension funds' holding and exclusion lists.

  • LinkedIn

  • Email

To come

Sensitivity analysis, simulation of stocks, options, and futures, estimating the price of an option using simulation, hedging,

Popular repositories Loading

  1. Portfolio-Optimization Portfolio-Optimization Public

    Using simulation to optimize portfolios following the Max Sharpe and Min Volatility allocation methods. Data is gathered from Danish pension funds' holding and exclusion lists.

    Python

  2. NielsDueJ NielsDueJ Public

    Introduction to my profile and my work

  3. Watchlist Watchlist Public

    Stock watchlist. Using API's to fetch data on stocks on my watchlist - allows me to gain an overview and insight into a stock's performance.

    Jupyter Notebook

  4. Fundamental-Analysis Fundamental-Analysis Public

    Fundamental Analysis on selected stocks. Using API's to fetch data on the stock as well as competitors and peers.

    Jupyter Notebook

  5. Max-Sharpe-Min-Vol-Portfolio-Allocation Max-Sharpe-Min-Vol-Portfolio-Allocation Public

    Jupyter Notebook

  6. Model-for-Loss-Ratio-for-an-Insurance-Company Model-for-Loss-Ratio-for-an-Insurance-Company Public

    Model to compute the loss ratio for an agency selling insurances in the auto industry. Different scenarios are simulated using Monte Carlo simulation to derive the ratio of losses to premiums paid.

    Jupyter Notebook