A collection of quantitative finance, macroeconomic, and algorithmic trading research projects by Alperen Cem Saygılı.
This repository acts as a unified workspace for data-driven research, visualization, and model development.
mefocem/
├── projects/
│ ├── bond_recession_analysis/
│ ├── project2_name/
│ └── project3_name/
├── LICENSE
├── README.md
└── requirements.txt
Each project folder includes:
- A dedicated `README.md` with a description and methodology
- Python scripts or Jupyter notebooks
- Visualizations or datasets in subfolders
- A results or charts directoryGoal:
Analyze the relationship between the U.S. Treasury yield curve and historical recessions.
It uses FRED datasets (DGS2, DGS10, and USREC) to visualize inversion periods and post-inversion recessions.
Run:
python projects/bond_recession_analysis/bond_recession_analysis.pyTo install dependencies:
pip install -r requirements.txtpandas
numpy
matplotlib
seaborn
scikit-learn
This repository is licensed under the MIT License. You are free to use, modify, and distribute the code with attribution.
Alperen Cem Saygılı Quantitative Finance & Algorithmic Trading Research https://github.com/lorienarcher