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Giulior's Projects

books icon books

Source code for 100+ books, kept here for quick reference

bootcamp2018 icon bootcamp2018

Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSM Lab Boot Camp 2018

bootcamp2019 icon bootcamp2019

Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSE Lab Boot Camp 2019

econometrics icon econometrics

econometrics lecture notes and code, mostly using the Julia language

granger-causality-in-high-dimensional-vars icon granger-causality-in-high-dimensional-vars

This repo gather R functions to reproduce analyses on the paper: Hecq,A.,Margaritella,L.,Smeekes,S. (2019), "Granger Causality testing in High-Dimensional VARs: a Post-Double-Selection Procedure"

latex-templates icon latex-templates

A collection of LaTeX templates used for research, courses, and miscellanea.

r-in-finance icon r-in-finance

This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), and other active portfolio management strategies. The course implements volatility and price forecasting models, asset pricing and factor models, and portfolio optimization. The course applies machine learning techniques, such as backtesting (cross-validation) and parameter regularization (shrinkage).

tools icon tools

Econometrics tools. Code for econometrics techniques that might come in handy in the future

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